VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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  :   385,211:   135,493    202,486     85,286    141,833     70,426    362,612    358,198:    22,599     27,013
Old  :   385,211:   135,493    202,486     85,286    141,833     70,426    362,612    358,198:    22,599     27,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2015                         :
     :   -33,373:     3,720      8,364    -18,298    -17,268    -21,091    -31,846    -31,025:    -1,527     -2,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       52.6       22.1       36.8       18.3       94.1       93.0:       5.9        7.0
Old  :     100.0:      35.2       52.6       22.1       36.8       18.3       94.1       93.0:       5.9        7.0
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  :       205:        73         80         76         35         32        148        157:
Old  :       205:        73         80         76         35         32        148        157:
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  :                 44.4       23.1       53.8       36.3       38.6       21.8       45.7       32.4
Old  :                 44.4       23.1       53.8       36.3       38.6       21.8       45.7       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 29, 2015