VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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  :   332,413:   125,254    109,615     91,385     95,828    105,388    312,467    306,388:    19,946     26,025
Old  :   332,413:   125,254    109,615     91,385     95,828    105,388    312,467    306,388:    19,946     26,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 6, 2015                      :
     :     9,204:     7,852     13,270      5,874     -3,373    -13,333     10,353      5,811:    -1,149      3,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       33.0       27.5       28.8       31.7       94.0       92.2:       6.0        7.8
Old  :     100.0:      37.7       33.0       27.5       28.8       31.7       94.0       92.2:       6.0        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  :       160:        65         51         72         33         33        129        131:
Old  :       160:        65         51         72         33         33        129        131:
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  :                 31.0       45.7       41.7       58.0       16.0       33.5       23.6       38.7
Old  :                 31.0       45.7       41.7       58.0       16.0       33.5       23.6       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 16, 2015