VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/28/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      317,371
COMMITMENTS
 113,149  167,079   60,345  122,919   59,319  296,413  286,743   20,958   30,628

CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST:    -51,424)
 -18,627   -5,551  -14,673  -16,236  -30,733  -49,536  -50,957   -1,888     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     52.6     19.0     38.7     18.7     93.4     90.3      6.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      58       77       72       35       29      132      149                  



Updated July 31, 2015