VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   471,105:   120,761    208,362    138,230    185,274     89,452    444,265    436,044:    26,840     35,061
Old  :   471,105:   120,761    208,362    138,230    185,274     89,452    444,265    436,044:    26,840     35,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :    -7,012:     2,405    -22,869     10,947    -19,039      3,279     -5,687     -8,643:    -1,325      1,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       44.2       29.3       39.3       19.0       94.3       92.6:       5.7        7.4
Old  :     100.0:      25.6       44.2       29.3       39.3       19.0       94.3       92.6:       5.7        7.4
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  :       203:        59         96         86         33         34        154        161:
Old  :       203:        59         96         86         33         34        154        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  :                 42.1       22.2       53.0       35.0       28.8       16.7       35.1       23.5
Old  :                 42.1       22.2       53.0       35.0       28.8       16.7       35.1       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 23, 2016