```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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  :   420,366:   123,468    205,247     85,808    183,933    102,483    393,209    393,538:    27,157     26,828
Old  :   420,366:   123,468    205,247     85,808    183,933    102,483    393,209    393,538:    27,157     26,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    -4,785:     7,467      7,269     -1,614    -13,213    -11,362     -7,360     -5,707:     2,575        922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       48.8       20.4       43.8       24.4       93.5       93.6:       6.5        6.4
Old  :     100.0:      29.4       48.8       20.4       43.8       24.4       93.5       93.6:       6.5        6.4
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  :       208:        65         86         84         39         40        151        171:
Old  :       208:        65         86         84         39         40        151        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  :                 33.7       18.0       46.4       31.0       29.2       17.9       35.1       28.7
Old  :                 33.7       18.0       46.4       31.0       29.2       17.9       35.1       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 30, 2014