VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   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  :   358,430:   123,603     90,449    102,359    108,579    140,810    334,541    333,618:    23,889     24,812
Old  :   358,430:   123,603     90,449    102,359    108,579    140,810    334,541    333,618:    23,889     24,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2015                    :
     :    30,165:    -2,129      2,642     19,799     11,666      6,385     29,336     28,826:       829      1,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       25.2       28.6       30.3       39.3       93.3       93.1:       6.7        6.9
Old  :     100.0:      34.5       25.2       28.6       30.3       39.3       93.3       93.1:       6.7        6.9
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  :       180:        80         49         78         40         34        152        136:
Old  :       180:        80         49         78         40         34        152        136:
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  :                 27.4       40.1       39.1       56.4       15.5       32.6       22.2       39.4
Old  :                 27.4       40.1       39.1       56.4       15.5       32.6       22.2       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 18, 2015