VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   329,967:    98,634    129,629     80,804    127,278     89,326    306,716    299,759:    23,251     30,208
Old  :   329,967:    98,634    129,629     80,804    127,278     89,326    306,716    299,759:    23,251     30,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 7, 2015                         :
     :    13,396:    -4,909      4,095     12,073      4,963     -4,615     12,127     11,553:     1,269      1,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       39.3       24.5       38.6       27.1       93.0       90.8:       7.0        9.2
Old  :     100.0:      29.9       39.3       24.5       38.6       27.1       93.0       90.8:       7.0        9.2
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  :       189:        51         86         77         31         32        129        159:
Old  :       189:        51         86         77         31         32        129        159:
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  :                 36.1       21.0       46.8       32.9       28.8       17.5       36.7       27.6
Old  :                 36.1       21.0       46.8       32.9       28.8       17.5       36.7       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 17, 2015