VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2015                  
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     :   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  :   353,684:   109,181    145,085     89,494    136,435     90,476    335,110    325,055:    18,574     28,629
Old  :   353,684:   109,181    145,085     89,494    136,435     90,476    335,110    325,055:    18,574     28,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 10, 2015                       :
     :    -1,556:    -3,611       -102        430      1,885       -499     -1,296       -171:      -260     -1,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       41.0       25.3       38.6       25.6       94.7       91.9:       5.3        8.1
Old  :     100.0:      30.9       41.0       25.3       38.6       25.6       94.7       91.9:       5.3        8.1
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  :       183:        41         86         87         36         37        138        163:
Old  :       183:        41         86         87         36         37        138        163:
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  :                 42.5       17.4       54.2       29.7       34.7       14.5       42.0       24.3
Old  :                 42.5       17.4       54.2       29.7       34.7       14.5       42.0       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 20, 2015