VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      354,795
COMMITMENTS
 120,496  164,814   86,440  129,189   73,759  336,125  325,013   18,670   29,782

CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST:      5,424)
    -525   -2,257    2,108    5,524    4,533    7,107    4,384   -1,683    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     46.5     24.4     36.4     20.8     94.7     91.6      5.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      42       81       75       34       40      129      155



Updated April 3, 2015