```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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  :   355,595:   106,648    105,579    112,616    115,640    114,432    334,904    332,627:    20,691     22,968
Old  :   355,595:   106,648    105,579    112,616    115,640    114,432    334,904    332,627:    20,691     22,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 21, 2014                     :
     :   -66,454:    -7,771     -7,120    -17,792    -37,362    -39,637    -62,925    -64,549:    -3,529     -1,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       29.7       31.7       32.5       32.2       94.2       93.5:       5.8        6.5
Old  :     100.0:      30.0       29.7       31.7       32.5       32.2       94.2       93.5:       5.8        6.5
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  :       191:        54         71         82         37         41        145        158:
Old  :       191:        54         71         82         37         41        145        158:
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  :                 29.6       36.8       41.9       46.5       21.4       25.2       28.9       29.6
Old  :                 29.6       36.8       41.9       46.5       21.4       25.2       28.9       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 31, 2014