VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   491,873:   184,121    273,071    115,196    168,944     72,257    468,261    460,524:    23,612     31,349
Old  :   491,873:   184,121    273,071    115,196    168,944     72,257    468,261    460,524:    23,612     31,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2016                        :
     :   -19,313:    -6,656     15,595    -10,506     -1,617    -26,961    -18,779    -21,872:      -534      2,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       55.5       23.4       34.3       14.7       95.2       93.6:       4.8        6.4
Old  :     100.0:      37.4       55.5       23.4       34.3       14.7       95.2       93.6:       4.8        6.4
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  :       216:        60         99         81         40         36        151        176:
Old  :       216:        60         99         81         40         36        151        176:
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  :                 52.4       20.7       60.9       34.3       46.0       20.4       51.2       30.4
Old  :                 52.4       20.7       60.9       34.3       46.0       20.4       51.2       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 29, 2016