VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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  :   328,265:   125,732     87,807     82,560     96,913    134,425    305,205    304,792:    23,060     23,473
Old  :   328,265:   125,732     87,807     82,560     96,913    134,425    305,205    304,792:    23,060     23,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2015                    :
     :    -1,854:    -2,892     -8,578     14,949     -6,204        693      5,853      7,064:    -7,707     -8,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       26.7       25.2       29.5       41.0       93.0       92.8:       7.0        7.2
Old  :     100.0:      38.3       26.7       25.2       29.5       41.0       93.0       92.8:       7.0        7.2
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  :       184:        69         60         77         40         35        148        142:
Old  :       184:        69         60         77         40         35        148        142:
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  :                 27.7       36.1       40.0       52.3       19.0       31.5       26.9       39.2
Old  :                 27.7       36.1       40.0       52.3       19.0       31.5       26.9       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 11, 2015