```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   382,955:    93,201    203,423     75,351    191,446     78,744    359,998    357,518:    22,957     25,437
Old  :   382,955:    93,201    203,423     75,351    191,446     78,744    359,998    357,518:    22,957     25,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :   -61,677:   -12,199    -18,294     -6,543    -40,998    -35,433    -59,740    -60,270:    -1,937     -1,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       53.1       19.7       50.0       20.6       94.0       93.4:       6.0        6.6
Old  :     100.0:      24.3       53.1       19.7       50.0       20.6       94.0       93.4:       6.0        6.6
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  :       164:        46         68         64         38         32        123        133:
Old  :       164:        46         68         64         38         32        123        133:
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  :                 41.6       31.6       53.7       42.1       36.3       26.4       43.1       34.6
Old  :                 41.6       31.6       53.7       42.1       36.3       26.4       43.1       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 30, 2013