```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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  :   390,841:   108,653    123,319    114,432    143,258    121,107    366,343    358,858:    24,498     31,983
Old  :   390,841:   108,653    123,319    114,432    143,258    121,107    366,343    358,858:    24,498     31,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :   -19,050:   -13,785    -33,657       -854     -2,322     15,110    -16,961    -19,401:    -2,089        351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       31.6       29.3       36.7       31.0       93.7       91.8:       6.3        8.2
Old  :     100.0:      27.8       31.6       29.3       36.7       31.0       93.7       91.8:       6.3        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  :       190:        56         72         83         44         45        151        160:
Old  :       190:        56         72         83         44         45        151        160:
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  :                 24.4       23.0       36.8       33.2       13.9       14.6       22.5       20.1
Old  :                 24.4       23.0       36.8       33.2       13.9       14.6       22.5       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 15, 2014