VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   295,272:   115,990    126,170     70,725     88,172     74,822    274,887    271,717:    20,385     23,555
Old  :   295,272:   115,990    126,170     70,725     88,172     74,822    274,887    271,717:    20,385     23,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 1, 2015                     :
     :   -16,884:    -1,034    -12,590     -9,263     -4,232      7,394    -14,529    -14,459:    -2,355     -2,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       42.7       24.0       29.9       25.3       93.1       92.0:       6.9        8.0
Old  :     100.0:      39.3       42.7       24.0       29.9       25.3       93.1       92.0:       6.9        8.0
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  :       163:        53         63         61         33         31        122        128:
Old  :       163:        53         63         61         33         31        122        128:
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  :                 40.3       36.4       51.8       48.9       29.6       29.0       37.9       37.3
Old  :                 40.3       36.4       51.8       48.9       29.6       29.0       37.9       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 11, 2015