VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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  :   368,262:   129,710    189,639     77,632    140,007     73,273    347,349    340,544:    20,913     27,718
Old  :   368,262:   129,710    189,639     77,632    140,007     73,273    347,349    340,544:    20,913     27,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 14, 2015                       :
     :   -31,521:     6,749      3,233    -18,318    -12,144     -9,111    -23,713    -24,196:    -7,808     -7,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       51.5       21.1       38.0       19.9       94.3       92.5:       5.7        7.5
Old  :     100.0:      35.2       51.5       21.1       38.0       19.9       94.3       92.5:       5.7        7.5
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  :       182:        48         83         72         36         31        129        151:
Old  :       182:        48         83         72         36         31        129        151:
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  :                 45.2       20.9       55.6       35.0       40.2       19.7       47.7       32.0
Old  :                 45.2       20.9       55.6       35.0       40.2       19.7       47.7       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 24, 2015