```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   424,966:   142,358    197,984     94,956    160,864    105,174    398,178    398,114:    26,788     26,852
Old  :   424,966:   142,358    197,984     94,956    160,864    105,174    398,178    398,114:    26,788     26,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -31,346:    -3,788      4,273     -6,724    -23,346    -28,774    -33,858    -31,225:     2,512       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       46.6       22.3       37.9       24.7       93.7       93.7:       6.3        6.3
Old  :     100.0:      33.5       46.6       22.3       37.9       24.7       93.7       93.7:       6.3        6.3
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  :       215:        63         92         85         41         42        162        171:
Old  :       215:        63         92         85         41         42        162        171:
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  :                 29.8       21.4       42.2       34.5       24.9       21.0       32.0       31.5
Old  :                 29.8       21.4       42.2       34.5       24.9       21.0       32.0       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 27, 2014