```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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  :   456,312:   146,146    193,711    101,680    184,210    133,948    432,036    429,339:    24,276     26,973
Old  :   456,312:   146,146    193,711    101,680    184,210    133,948    432,036    429,339:    24,276     26,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    -1,191:     5,090    -20,652      4,884     -4,902     14,800      5,072       -968:    -6,263       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       42.5       22.3       40.4       29.4       94.7       94.1:       5.3        5.9
Old  :     100.0:      32.0       42.5       22.3       40.4       29.4       94.7       94.1:       5.3        5.9
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  :       219:        73         87         84         42         43        160        178:
Old  :       219:        73         87         84         42         43        160        178:
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  :                 27.6       20.9       39.5       32.1       21.8       18.7       28.6       27.7
Old  :                 27.6       20.9       39.5       32.1       21.8       18.7       28.6       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 20, 2014