VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2016                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   408,198:   156,514    196,790     91,709    135,656     91,095    383,879    379,594:    24,319     28,604
Old  :   408,198:   156,514    196,790     91,709    135,656     91,095    383,879    379,594:    24,319     28,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2016                        :
     :    12,928:    -7,365     -1,337      6,769     15,640      6,678     15,044     12,110:    -2,116        818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       48.2       22.5       33.2       22.3       94.0       93.0:       6.0        7.0
Old  :     100.0:      38.3       48.2       22.5       33.2       22.3       94.0       93.0:       6.0        7.0
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  :       200:        50         96         71         37         38        140        161:
Old  :       200:        50         96         71         37         38        140        161:
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  :                 48.2       20.3       55.9       32.6       39.6       16.0       44.4       24.5
Old  :                 48.2       20.3       55.9       32.6       39.6       16.0       44.4       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 15, 2016