VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/30/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      336,956
COMMITMENTS
 117,666  152,465   67,528  127,241   86,090  312,435  306,083   24,521   30,873

CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST:    -29,580)
 -18,492  -35,973   -4,229   -9,281   10,641  -32,002  -29,561    2,422      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     45.2     20.0     37.8     25.5     92.7     90.8      7.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      63       65       74       36       31      145      138                  



Updated July 6, 2015