VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      285,927
COMMITMENTS
  76,693   92,706   77,766  111,681   88,622  266,140  259,094   19,787   26,833

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:    -22,391)
  -6,165   -9,734  -11,286   -6,664     -137  -24,115  -21,157    1,724   -1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     32.4     27.2     39.1     31.0     93.1     90.6      6.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      48       56       67       36       35      123      128



Updated January 9, 2015