VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      333,525
COMMITMENTS
 119,008  111,981   93,659   94,938  100,267  307,605  305,907   25,920   27,618

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,112)
  -6,246    2,366    2,274     -890   -5,121   -4,862     -481    5,974    1,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     33.6     28.1     28.5     30.1     92.2     91.7      7.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      61       61       74       39       37      137      143                  



Updated October 23, 2015