VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/02/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      379,061
COMMITMENTS
 130,942  201,258   79,150  147,016   71,496  357,108  351,904   21,953   27,157

CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST:     -6,150)
  -4,551   -1,228   -6,136    5,183    1,070   -5,504   -6,294     -646      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     53.1     20.9     38.8     18.9     94.2     92.8      5.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      61       83       76       37       32      146      154



Updated June 5, 2015