VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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  :   329,988:   106,223     98,824     86,137    101,791    101,313    294,151    286,274:    35,837     43,714
Old  :   329,988:   106,223     98,824     86,137    101,791    101,313    294,151    286,274:    35,837     43,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 10, 2015                    :
     :    33,725:     5,401      8,530      6,144      4,375       -443     15,920     14,231:    17,805     19,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       29.9       26.1       30.8       30.7       89.1       86.8:      10.9       13.2
Old  :     100.0:      32.2       29.9       26.1       30.8       30.7       89.1       86.8:      10.9       13.2
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  :       164:        39         72         76         33         38        118        149:
Old  :       164:        39         72         76         33         38        118        149:
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  :                 34.6       25.0       46.6       37.2       26.3       16.6       31.7       23.2
Old  :                 34.6       25.0       46.6       37.2       26.3       16.6       31.7       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 20, 2015