VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      306,961
COMMITMENTS
  86,701   79,670   84,330  114,257  115,551  285,288  279,551   21,673   27,410

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     11,488)
   4,434  -16,788    6,404   -1,883   19,954    8,955    9,570    2,533    1,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     26.0     27.5     37.2     37.6     92.9     91.1      7.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      42       61       70       38       40      125      136



Updated January 23, 2015