VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   438,355:   156,576    241,890    104,404    156,608     61,325    417,588    407,619:    20,767     30,736
Old  :   438,355:   156,576    241,890    104,404    156,608     61,325    417,588    407,619:    20,767     30,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2016                         :
     :   -25,822:    10,671      1,169     -6,106    -25,411    -17,565    -20,846    -22,502:    -4,976     -3,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       55.2       23.8       35.7       14.0       95.3       93.0:       4.7        7.0
Old  :     100.0:      35.7       55.2       23.8       35.7       14.0       95.3       93.0:       4.7        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  :       201:        46        101         71         31         34        128        168:
Old  :       201:        46        101         71         31         34        128        168:
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  :                 52.0       22.6       60.1       36.9       43.7       19.9       51.3       29.9
Old  :                 52.0       22.6       60.1       36.9       43.7       19.9       51.3       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 27, 2016