VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, January 05, 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
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   243,307:    83,445     93,257     66,347     75,270     62,489    225,062    222,093:    18,245     21,214
Old  :   243,307:    83,445     93,257     66,347     75,270     62,489    225,062    222,093:    18,245     21,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2015                    :
     :   -22,560:   -21,573    -20,163     -3,209        197      1,903    -24,585    -21,469:     2,025     -1,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       38.3       27.3       30.9       25.7       92.5       91.3:       7.5        8.7
Old  :     100.0:      34.3       38.3       27.3       30.9       25.7       92.5       91.3:       7.5        8.7
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  :       154:        66         43         58         25         27        122        108:
Old  :       154:        66         43         58         25         27        122        108:
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  :                 38.1       42.6       50.4       53.6       23.7       29.1       33.3       38.2
Old  :                 38.1       42.6       50.4       53.6       23.7       29.1       33.3       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 8, 2016