```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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  :   385,463:   112,431    125,246    117,105    134,029    111,656    363,565    354,007:    21,898     31,456
Old  :   385,463:   112,431    125,246    117,105    134,029    111,656    363,565    354,007:    21,898     31,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 11, 2014                    :
     :    -7,471:    -4,126     -1,241     -1,976      1,945     -7,595     -4,157    -10,812:    -3,314      3,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       32.5       30.4       34.8       29.0       94.3       91.8:       5.7        8.2
Old  :     100.0:      29.2       32.5       30.4       34.8       29.0       94.3       91.8:       5.7        8.2
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  :       188:        46         81         79         42         38        146        154:
Old  :       188:        46         81         79         42         38        146        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  :                 32.9       28.0       45.9       41.3       20.6       21.6       28.7       26.9
Old  :                 32.9       28.0       45.9       41.3       20.6       21.6       28.7       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 21, 2014