```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   324,703:    99,624    112,761     93,649    111,896     91,779    305,169    298,189:    19,534     26,514
Old  :   324,703:    99,624    112,761     93,649    111,896     91,779    305,169    298,189:    19,534     26,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   -36,712:   -20,584    -34,006     -4,794     -8,307      6,405    -33,685    -32,395:    -3,027     -4,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       34.7       28.8       34.5       28.3       94.0       91.8:       6.0        8.2
Old  :     100.0:      30.7       34.7       28.8       34.5       28.3       94.0       91.8:       6.0        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        50         68         77         37         35        133        146:
Old  :       173:        50         68         77         37         35        133        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       19.8       41.6       33.2       20.1       15.5       29.2       24.2
Old  :                 29.2       19.8       41.6       33.2       20.1       15.5       29.2       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 19, 2014