```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   358,837:    88,674    130,193     93,917    153,419    100,637    336,010    324,747:    22,827     34,090
Old  :   358,837:    88,674    130,193     93,917    153,419    100,637    336,010    324,747:    22,827     34,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :   -30,202:   -33,980    -44,836      2,675        987     15,998    -30,318    -26,163:       116     -4,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       36.3       26.2       42.8       28.0       93.6       90.5:       6.4        9.5
Old  :     100.0:      24.7       36.3       26.2       42.8       28.0       93.6       90.5:       6.4        9.5
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  :       183:        49         73         79         38         40        140        154:
Old  :       183:        49         73         79         38         40        140        154:
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  :                 30.8       16.9       43.9       27.9       23.0       13.1       30.6       20.1
Old  :                 30.8       16.9       43.9       27.9       23.0       13.1       30.6       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 3, 2014