```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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  :   308,318:    82,858    102,440     89,052    118,345     88,759    290,255    280,251:    18,063     28,067
Old  :   308,318:    82,858    102,440     89,052    118,345     88,759    290,255    280,251:    18,063     28,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 23, 2014                    :
     :   -16,958:    -3,827     -3,108     -8,446      1,791        453    -10,482    -11,101:    -6,476     -5,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       33.2       28.9       38.4       28.8       94.1       90.9:       5.9        9.1
Old  :     100.0:      26.9       33.2       28.9       38.4       28.8       94.1       90.9:       5.9        9.1
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  :       150:        41         61         64         32         33        111        129:
Old  :       150:        41         61         64         32         33        111        129:
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  :                 31.2       34.0       45.6       45.3       19.7       23.2       31.7       31.3
Old  :                 31.2       34.0       45.6       45.3       19.7       23.2       31.7       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 2, 2015