VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      313,001
COMMITMENTS
 118,177   93,356   77,416   95,005  120,481  290,598  291,253   22,403   21,748

CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST:    -45,429)
  -5,426    2,907  -24,943  -13,574  -20,329  -43,943  -42,365   -1,486   -3,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     29.8     24.7     30.4     38.5     92.8     93.1      7.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      64       47       61       34       30      126      116                  



Updated September 25, 2015