VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2015                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   275,472:    83,570     79,199     78,323     95,866     94,459    257,759    251,981:    17,713     23,491
Old  :   275,472:    83,570     79,199     78,323     95,866     94,459    257,759    251,981:    17,713     23,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 20, 2015                     :
     :   -31,489:    -3,131       -471     -6,007    -18,391    -21,092    -27,529    -27,570:    -3,960     -3,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       28.8       28.4       34.8       34.3       93.6       91.5:       6.4        8.5
Old  :     100.0:      30.3       28.8       28.4       34.8       34.3       93.6       91.5:       6.4        8.5
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  :       148:        41         58         64         32         34        112        126:
Old  :       148:        41         58         64         32         34        112        126:
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  :                 35.2       33.3       48.0       44.5       22.5       20.2       32.1       27.0
Old  :                 35.2       33.3       48.0       44.5       22.5       20.2       32.1       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 30, 2015