VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, March 24, 2015                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   349,371:   121,021    167,071     84,332    123,665     69,226    329,018    320,629:    20,353     28,742
Old  :   349,371:   121,021    167,071     84,332    123,665     69,226    329,018    320,629:    20,353     28,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2015                       :
     :    -4,313:    11,840     21,986     -5,162    -12,770    -21,250     -6,092     -4,426:     1,779        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       47.8       24.1       35.4       19.8       94.2       91.8:       5.8        8.2
Old  :     100.0:      34.6       47.8       24.1       35.4       19.8       94.2       91.8:       5.8        8.2
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  :       180:        42         84         78         30         36        124        159:
Old  :       180:        42         84         78         30         36        124        159:
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  :                 46.9       19.9       55.4       32.9       41.5       18.2       46.4       29.3
Old  :                 46.9       19.9       55.4       32.9       41.5       18.2       46.4       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 27, 2015