VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :   464,177:   145,905    240,721    110,510    182,019     78,890    438,434    430,121:    25,743     34,056
Old  :   464,177:   145,905    240,721    110,510    182,019     78,890    438,434    430,121:    25,743     34,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2016                         :
     :       680:    -6,992       -241     -3,376      6,987     -1,736     -3,381     -5,353:     4,061      6,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       51.9       23.8       39.2       17.0       94.5       92.7:       5.5        7.3
Old  :     100.0:      31.4       51.9       23.8       39.2       17.0       94.5       92.7:       5.5        7.3
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  :       210:        45        106         85         37         36        144        177:
Old  :       210:        45        106         85         37         36        144        177:
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  :                 47.4       21.0       57.1       34.0       40.9       19.0       46.7       27.7
Old  :                 47.4       21.0       57.1       34.0       40.9       19.0       46.7       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 20, 2016