VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2015                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   304,870:   115,350     85,121     72,647     94,978    123,467    282,975    281,235:    21,895     23,635
Old  :   304,870:   115,350     85,121     72,647     94,978    123,467    282,975    281,235:    21,895     23,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2015                   :
     :    -8,131:    -2,827     -8,235     -4,769        -27      2,986     -7,623    -10,018:      -508      1,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       27.9       23.8       31.2       40.5       92.8       92.2:       7.2        7.8
Old  :     100.0:      37.8       27.9       23.8       31.2       40.5       92.8       92.2:       7.2        7.8
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  :       168:        72         48         70         35         30        139        124:
Old  :       168:        72         48         70         35         30        139        124:
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  :                 26.8       38.6       37.6       57.4       13.8       33.7       23.2       40.9
Old  :                 26.8       38.6       37.6       57.4       13.8       33.7       23.2       40.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 2, 2015