VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      344,113
COMMITMENTS
 120,376  175,270   64,812  135,780   74,426  320,968  314,508   23,145   29,605

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -6,527)
  -3,258  -10,820   -3,385      392    7,647   -6,251   -6,558     -276       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     50.9     18.8     39.5     21.6     93.3     91.4      6.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      71       97       80       36       31      150      175                  



Updated August 21, 2015