VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, March 29, 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  :   338,446:   142,035    155,824     79,519     94,498     77,029    316,052    312,372:    22,394     26,074
Old  :   338,446:   142,035    155,824     79,519     94,498     77,029    316,052    312,372:    22,394     26,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2016                       :
     :    16,282:        -4      9,831      5,922     10,828       -959     16,746     14,794:      -464      1,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       46.0       23.5       27.9       22.8       93.4       92.3:       6.6        7.7
Old  :     100.0:      42.0       46.0       23.5       27.9       22.8       93.4       92.3:       6.6        7.7
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  :       190:        59         84         72         33         30        138        148:
Old  :       190:        59         84         72         33         30        138        148:
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  :                 45.3       24.0       56.0       35.8       35.7       16.3       42.7       24.7
Old  :                 45.3       24.0       56.0       35.8       35.7       16.3       42.7       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 1, 2016