VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      304,870
COMMITMENTS
 115,350   85,121   72,647   94,978  123,467  282,975  281,235   21,895   23,635

CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST:     -8,131)
  -2,827   -8,235   -4,769      -27    2,986   -7,623  -10,018     -508    1,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     27.9     23.8     31.2     40.5     92.8     92.2      7.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      72       48       70       35       30      139      124                  



Updated October 2, 2015