VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      349,371
COMMITMENTS
 121,021  167,071   84,332  123,665   69,226  329,018  320,629   20,353   28,742

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -4,313)
  11,840   21,986   -5,162  -12,770  -21,250   -6,092   -4,426    1,779      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6     47.8     24.1     35.4     19.8     94.2     91.8      5.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      42       84       78       30       36      124      159



Updated March 27, 2015