VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/17/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      353,684
COMMITMENTS
 109,181  145,085   89,494  136,435   90,476  335,110  325,055   18,574   28,629

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -1,556)
  -3,611     -102      430    1,885     -499   -1,296     -171     -260   -1,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     41.0     25.3     38.6     25.6     94.7     91.9      5.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      41       86       87       36       37      138      163



Updated March 20, 2015