VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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  :   273,237:   114,015     90,715     70,215     66,969     86,388    251,199    247,318:    22,038     25,919
Old  :   273,237:   114,015     90,715     70,215     66,969     86,388    251,199    247,318:    22,038     25,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2016                    :
     :    25,173:    12,191     14,792      4,357      8,428      1,946     24,976     21,095:       197      4,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       33.2       25.7       24.5       31.6       91.9       90.5:       8.1        9.5
Old  :     100.0:      41.7       33.2       25.7       24.5       31.6       91.9       90.5:       8.1        9.5
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  :       158:        63         50         65         29         31        125        122:
Old  :       158:        63         50         65         29         31        125        122:
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  :                 35.2       34.7       44.5       46.3       22.5       23.4       29.7       32.4
Old  :                 35.2       34.7       44.5       46.3       22.5       23.4       29.7       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 4, 2016