VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 2015                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   316,571:   103,543    125,534     68,731    122,315     93,941    294,589    288,206:    21,982     28,365
Old  :   316,571:   103,543    125,534     68,731    122,315     93,941    294,589    288,206:    21,982     28,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2015                        :
     :   -20,385:   -14,123    -26,931      1,203     -4,926      7,851    -17,846    -17,877:    -2,539     -2,508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       39.7       21.7       38.6       29.7       93.1       91.0:       6.9        9.0
Old  :     100.0:      32.7       39.7       21.7       38.6       29.7       93.1       91.0:       6.9        9.0
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  :       180:        60         65         71         36         31        138        138:
Old  :       180:        60         65         71         36         31        138        138:
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  :                 34.8       20.6       45.9       34.0       27.2       17.9       35.4       28.2
Old  :                 34.8       20.6       45.9       34.0       27.2       17.9       35.4       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 10, 2015