VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/26/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      385,211
COMMITMENTS
 135,493  202,486   85,286  141,833   70,426  362,612  358,198   22,599   27,013

CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST:    -33,373)
   3,720    8,364  -18,298  -17,268  -21,091  -31,846  -31,025   -1,527   -2,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     52.6     22.1     36.8     18.3     94.1     93.0      5.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      73       80       76       35       32      148      157



Updated May 29, 2015