VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      350,640
COMMITMENTS
 123,634  186,090   68,197  135,388   66,779  327,219  321,066   23,421   29,574

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     18,132)
  11,057    9,068    4,368      380    5,601   15,805   19,037    2,327     -905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     53.1     19.4     38.6     19.0     93.3     91.6      6.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      63       89       71       38       31      143      158                  



Updated August 14, 2015