```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   409,378:   132,448    161,561    104,395    148,510    109,169    385,353    375,125:    24,025     34,253
Old  :   409,378:   132,448    161,561    104,395    148,510    109,169    385,353    375,125:    24,025     34,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :    -4,987:   -11,586     -5,981     -4,413     10,601      5,449     -5,398     -4,945:       411        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       39.5       25.5       36.3       26.7       94.1       91.6:       5.9        8.4
Old  :     100.0:      32.4       39.5       25.5       36.3       26.7       94.1       91.6:       5.9        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        62         82         80         42         41        152        166:
Old  :       203:        62         82         80         42         41        152        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       19.9       39.0       34.6       19.1       17.7       27.1       26.1
Old  :                 27.8       19.9       39.0       34.6       19.1       17.7       27.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 5, 2014