```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   357,046:   114,839    145,412     87,429    137,941     99,972    340,209    332,813:    16,837     24,233
Old  :   357,046:   114,839    145,412     87,429    137,941     99,972    340,209    332,813:    16,837     24,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :    21,220:     5,729     29,098         91     20,180     -4,102     26,000     25,087:    -4,780     -3,867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       40.7       24.5       38.6       28.0       95.3       93.2:       4.7        6.8
Old  :     100.0:      32.2       40.7       24.5       38.6       28.0       95.3       93.2:       4.7        6.8
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  :       189:        64         66         69         40         40        139        151:
Old  :       189:        64         66         69         40         40        139        151:
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  :                 28.3       20.2       39.1       32.0       22.0       18.0       30.6       25.9
Old  :                 28.3       20.2       39.1       32.0       22.0       18.0       30.6       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 4, 2014