VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      366,536
COMMITMENTS
 136,158  188,438   71,757  136,522   75,449  344,437  335,644   22,099   30,892

CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST:     -6,845)
  11,570   -5,832   -3,946  -10,593     -371   -2,969  -10,149   -3,876    3,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     51.4     19.6     37.2     20.6     94.0     91.6      6.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      61       92       72       39       32      146      161                  



Updated June 26, 2015