VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, June 30, 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  :   336,956:   117,666    152,465     67,528    127,241     86,090    312,435    306,083:    24,521     30,873
Old  :   336,956:   117,666    152,465     67,528    127,241     86,090    312,435    306,083:    24,521     30,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 23, 2015                        :
     :   -29,580:   -18,492    -35,973     -4,229     -9,281     10,641    -32,002    -29,561:     2,422        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       45.2       20.0       37.8       25.5       92.7       90.8:       7.3        9.2
Old  :     100.0:      34.9       45.2       20.0       37.8       25.5       92.7       90.8:       7.3        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  :       183:        63         65         74         36         31        145        138:
Old  :       183:        63         65         74         36         31        145        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  :                 37.7       19.3       47.8       33.4       32.7       19.2       40.1       31.2
Old  :                 37.7       19.3       47.8       33.4       32.7       19.2       40.1       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 3, 2015