VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   366,536:   136,158    188,438     71,757    136,522     75,449    344,437    335,644:    22,099     30,892
Old  :   366,536:   136,158    188,438     71,757    136,522     75,449    344,437    335,644:    22,099     30,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 16, 2015                        :
     :    -6,845:    11,570     -5,832     -3,946    -10,593       -371     -2,969    -10,149:    -3,876      3,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       51.4       19.6       37.2       20.6       94.0       91.6:       6.0        8.4
Old  :     100.0:      37.1       51.4       19.6       37.2       20.6       94.0       91.6:       6.0        8.4
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  :       208:        61         92         72         39         32        146        161:
Old  :       208:        61         92         72         39         32        146        161:
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  :                 39.9       18.4       49.1       32.0       34.5       18.4       42.5       29.8
Old  :                 39.9       18.4       49.1       32.0       34.5       18.4       42.5       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 26, 2015