```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   413,477:   125,563    173,301     98,096    168,592    109,582    392,251    380,979:    21,226     32,498
Old  :   413,477:   125,563    173,301     98,096    168,592    109,582    392,251    380,979:    21,226     32,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :   -11,833:   -19,165      1,323     -7,098     17,014     -4,668     -9,249    -10,443:    -2,584     -1,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       41.9       23.7       40.8       26.5       94.9       92.1:       5.1        7.9
Old  :     100.0:      30.4       41.9       23.7       40.8       26.5       94.9       92.1:       5.1        7.9
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  :       204:        59         83         85         39         42        151        171:
Old  :       204:        59         83         85         39         42        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  :                 28.1       21.7       40.6       35.5       20.3       20.5       28.8       26.0
Old  :                 28.1       21.7       40.6       35.5       20.3       20.5       28.8       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 19, 2014