VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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  :   344,113:   120,376    175,270     64,812    135,780     74,426    320,968    314,508:    23,145     29,605
Old  :   344,113:   120,376    175,270     64,812    135,780     74,426    320,968    314,508:    23,145     29,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 11, 2015                      :
     :    -6,527:    -3,258    -10,820     -3,385        392      7,647     -6,251     -6,558:      -276         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       50.9       18.8       39.5       21.6       93.3       91.4:       6.7        8.6
Old  :     100.0:      35.0       50.9       18.8       39.5       21.6       93.3       91.4:       6.7        8.6
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  :       221:        71         97         80         36         31        150        175:
Old  :       221:        71         97         80         36         31        150        175:
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  :                 28.5       20.4       40.5       34.7       22.9       19.8       32.2       32.1
Old  :                 28.5       20.4       40.5       34.7       22.9       19.8       32.2       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 21, 2015