VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/12/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      386,206
COMMITMENTS
 135,148  198,118   76,868  151,630   80,891  363,646  355,877   22,560   30,329

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -9,239)
  -2,423  -15,211   -1,505   -5,020    7,208   -8,948   -9,508     -291      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     51.3     19.9     39.3     20.9     94.2     92.1      5.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      57       83       78       36       30      140      152



Updated May 15, 2015