VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/01/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      330,119
COMMITMENTS
 128,624   96,385   67,611  103,117  133,732  299,352  297,728   30,767   32,391

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:     11,520)
  10,828   -4,580    3,465     -975   12,801   13,318   11,686   -1,798     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     29.2     20.5     31.2     40.5     90.7     90.2      9.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      62       67       72       37       33      138      139                  



Updated September 4, 2015