VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      308,036
COMMITMENTS
 113,101  119,986   83,104   96,309   81,135  292,514  284,225   15,522   23,811

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:    -21,952)
   6,878   21,162   -3,033   -5,482  -20,178   -1,637   -2,049  -20,315  -19,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     39.0     27.0     31.3     26.3     95.0     92.3      5.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      40       79       73       34       35      121      150



Updated February 27, 2015