VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, January 26, 2016                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   249,347:    96,714     82,489     76,119     54,591     67,895    227,424    226,503:    21,923     22,844
Old  :   249,347:    96,714     82,489     76,119     54,591     67,895    227,424    226,503:    21,923     22,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2016                     :
     :   -28,411:     2,441     -2,249     -4,200    -21,345    -17,030    -23,104    -23,479:    -5,307     -4,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       33.1       30.5       21.9       27.2       91.2       90.8:       8.8        9.2
Old  :     100.0:      38.8       33.1       30.5       21.9       27.2       91.2       90.8:       8.8        9.2
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  :       134:        49         42         56         26         29        107        104:
Old  :       134:        49         42         56         26         29        107        104:
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  :                 32.7       37.5       42.7       49.5       18.1       25.4       26.1       33.3
Old  :                 32.7       37.5       42.7       49.5       18.1       25.4       26.1       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 29, 2016