VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      416,956
COMMITMENTS
 128,548  192,854   81,328  184,860  118,430  394,736  392,612   22,220   24,344

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     19,628)
   8,632    1,442     -555   10,454   19,003   18,531   19,890    1,097     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8     46.3     19.5     44.3     28.4     94.7     94.2      5.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      51       80       79       36       36      138      157



Updated January 24, 2014