VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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  :   379,061:   130,942    201,258     79,150    147,016     71,496    357,108    351,904:    21,953     27,157
Old  :   379,061:   130,942    201,258     79,150    147,016     71,496    357,108    351,904:    21,953     27,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 26, 2015                         :
     :    -6,150:    -4,551     -1,228     -6,136      5,183      1,070     -5,504     -6,294:      -646        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       53.1       20.9       38.8       18.9       94.2       92.8:       5.8        7.2
Old  :     100.0:      34.5       53.1       20.9       38.8       18.9       94.2       92.8:       5.8        7.2
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  :       199:        61         83         76         37         32        146        154:
Old  :       199:        61         83         76         37         32        146        154:
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  :                 43.3       21.2       51.7       33.7       38.5       20.6       45.4       31.7
Old  :                 43.3       21.2       51.7       33.7       38.5       20.6       45.4       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 5, 2015