VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015                           
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     :   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  :   350,640:   123,634    186,090     68,197    135,388     66,779    327,219    321,066:    23,421     29,574
Old  :   350,640:   123,634    186,090     68,197    135,388     66,779    327,219    321,066:    23,421     29,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 4, 2015                       :
     :    18,132:    11,057      9,068      4,368        380      5,601     15,805     19,037:     2,327       -905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       53.1       19.4       38.6       19.0       93.3       91.6:       6.7        8.4
Old  :     100.0:      35.3       53.1       19.4       38.6       19.0       93.3       91.6:       6.7        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  :       207:        63         89         71         38         31        143        158:
Old  :       207:        63         89         71         38         31        143        158:
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  :                 31.2       22.5       41.9       37.0       26.0       22.5       34.4       34.5
Old  :                 31.2       22.5       41.9       37.0       26.0       22.5       34.4       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 14, 2015