VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      368,232
COMMITMENTS
  94,026  175,560   70,149  180,476   95,725  344,651  341,434   23,581   26,798

CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST:    -58,833)
  -2,259  -11,742   -4,229  -50,007  -40,290  -56,495  -56,261   -2,338   -2,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     47.7     19.1     49.0     26.0     93.6     92.7      6.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      51       69       62       32       29      117      132



Updated September 27, 2013