VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      413,477
COMMITMENTS
 125,563  173,301   98,096  168,592  109,582  392,251  380,979   21,226   32,498

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:    -11,833)
 -19,165    1,323   -7,098   17,014   -4,668   -9,249  -10,443   -2,584   -1,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     41.9     23.7     40.8     26.5     94.9     92.1      5.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      59       83       85       39       42      151      171

Updated September 19, 2014