VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   365,614:   122,817    197,254     75,126    144,160     64,880    342,103    337,260:    23,511     28,354
Old  :   365,614:   122,817    197,254     75,126    144,160     64,880    342,103    337,260:    23,511     28,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 2, 2015                         :
     :   -13,447:    -8,125     -4,004     -4,024     -2,856     -6,616    -15,005    -14,644:     1,558      1,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       54.0       20.5       39.4       17.7       93.6       92.2:       6.4        7.8
Old  :     100.0:      33.6       54.0       20.5       39.4       17.7       93.6       92.2:       6.4        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        59         87         75         38         31        148        152:
Old  :       198:        59         87         75         38         31        148        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       20.6       49.1       33.4       36.4       20.3       43.9       31.6
Old  :                 40.4       20.6       49.1       33.4       36.4       20.3       43.9       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 12, 2015