VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      424,966
COMMITMENTS
 142,358  197,984   94,956  160,864  105,174  398,178  398,114   26,788   26,852

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -31,346)
  -3,788    4,273   -6,724  -23,346  -28,774  -33,858  -31,225    2,512     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     46.6     22.3     37.9     24.7     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      63       92       85       41       42      162      171



Updated June 27, 2014