```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   414,392:   142,645    186,656    102,056    146,075     97,154    390,776    385,866:    23,616     28,526
Old  :   414,392:   142,645    186,656    102,056    146,075     97,154    390,776    385,866:    23,616     28,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :   -20,609:     2,485     -3,909        130    -19,650    -17,615    -17,035    -21,394:    -3,574        785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       45.0       24.6       35.3       23.4       94.3       93.1:       5.7        6.9
Old  :     100.0:      34.4       45.0       24.6       35.3       23.4       94.3       93.1:       5.7        6.9
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  :       204:        68         79         83         40         34        157        159:
Old  :       204:        68         79         83         40         34        157        159:
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  :                 26.7       22.0       38.8       35.9       18.5       21.2       27.2       30.4
Old  :                 26.7       22.0       38.8       35.9       18.5       21.2       27.2       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 25, 2014