VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, March 31, 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  :   354,795:   120,496    164,814     86,440    129,189     73,759    336,125    325,013:    18,670     29,782
Old  :   354,795:   120,496    164,814     86,440    129,189     73,759    336,125    325,013:    18,670     29,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2015                       :
     :     5,424:      -525     -2,257      2,108      5,524      4,533      7,107      4,384:    -1,683      1,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       46.5       24.4       36.4       20.8       94.7       91.6:       5.3        8.4
Old  :     100.0:      34.0       46.5       24.4       36.4       20.8       94.7       91.6:       5.3        8.4
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  :       177:        42         81         75         34         40        129        155:
Old  :       177:        42         81         75         34         40        129        155:
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  :                 45.7       19.2       54.8       31.8       40.0       17.9       45.6       28.4
Old  :                 45.7       19.2       54.8       31.8       40.0       17.9       45.6       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 3, 2015