VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      414,365
COMMITMENTS
 144,034  167,542  108,808  137,909  103,720  390,751  380,070   23,614   34,295

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:     -4,089)
   9,330   12,726   -8,402   -4,655  -13,168   -3,727   -8,844     -362    4,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     40.4     26.3     33.3     25.0     94.3     91.7      5.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      66       80       80       40       40      152      164



Updated August 29, 2014