VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
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     :   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  :   408,886:   153,073    220,736     84,586    140,514     69,511    378,173    374,833:    30,713     34,053
Old  :   408,886:   153,073    220,736     84,586    140,514     69,511    378,173    374,833:    30,713     34,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    18,949:    16,221     20,506     -4,368      2,909     -1,664     14,762     14,474:     4,187      4,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       54.0       20.7       34.4       17.0       92.5       91.7:       7.5        8.3
Old  :     100.0:      37.4       54.0       20.7       34.4       17.0       92.5       91.7:       7.5        8.3
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  :       213:        62         97         72         36         31        148        162:
Old  :       213:        62         97         72         36         31        148        162:
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  :                 41.4       20.9       51.2       34.2       36.9       20.5       44.1       31.1
Old  :                 41.4       20.9       51.2       34.2       36.9       20.5       44.1       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 2, 2016