VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/21/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      368,795
COMMITMENTS
 131,776  172,630   75,018  139,155   90,052  345,949  337,700   22,846   31,095

CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST:     38,828)
  33,142   43,001   -5,786   11,877      726   39,233   37,941     -405      887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     46.8     20.3     37.7     24.4     93.8     91.6      6.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      56       90       80       37       33      141      166                  



Updated July 25, 2015