VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      275,472
COMMITMENTS
  83,570   79,199   78,323   95,866   94,459  257,759  251,981   17,713   23,491

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:    -31,489)
  -3,131     -471   -6,007  -18,391  -21,092  -27,529  -27,570   -3,960   -3,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     28.8     28.4     34.8     34.3     93.6     91.5      6.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      41       58       64       32       34      112      126



Updated January 30, 2015