VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/25/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      318,599
COMMITMENTS
 117,796  100,965   64,146  104,092  120,931  286,034  286,042   32,565   32,557

CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST:    -25,514)
  -2,580  -74,305     -666  -31,688   46,505  -34,934  -28,466    9,420    2,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     31.7     20.1     32.7     38.0     89.8     89.8     10.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      66       65       68       40       30      140      134                  



Updated August 28, 2015