VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2015                        
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     :   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  :   330,119:   128,624     96,385     67,611    103,117    133,732    299,352    297,728:    30,767     32,391
Old  :   330,119:   128,624     96,385     67,611    103,117    133,732    299,352    297,728:    30,767     32,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 25, 2015                      :
     :    11,520:    10,828     -4,580      3,465       -975     12,801     13,318     11,686:    -1,798       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       29.2       20.5       31.2       40.5       90.7       90.2:       9.3        9.8
Old  :     100.0:      39.0       29.2       20.5       31.2       40.5       90.7       90.2:       9.3        9.8
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  :       179:        62         67         72         37         33        138        139:
Old  :       179:        62         67         72         37         33        138        139:
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  :                 26.3       29.3       39.3       44.3       19.6       25.9       27.8       35.9
Old  :                 26.3       29.3       39.3       44.3       19.6       25.9       27.8       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 4, 2015