VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      358,430
COMMITMENTS
 123,603   90,449  102,359  108,579  140,810  334,541  333,618   23,889   24,812

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     30,165)
  -2,129    2,642   19,799   11,666    6,385   29,336   28,826      829    1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     25.2     28.6     30.3     39.3     93.3     93.1      6.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      80       49       78       40       34      152      136                  



Updated September 18, 2015