VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      325,276
COMMITMENTS
  86,685  105,548   97,498  116,554   88,306  300,737  291,352   24,539   33,924

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        573)
 -12,939   -7,213    3,849    4,658   -3,473   -4,432   -6,837    5,005    7,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     32.4     30.0     35.8     27.1     92.5     89.6      7.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      43       67       71       31       34      115      140



Updated December 30, 2014