VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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  :   473,209:   139,230    228,370    122,365    186,377     90,344    447,972    441,079:    25,237     32,130
Old  :   473,209:   139,230    228,370    122,365    186,377     90,344    447,972    441,079:    25,237     32,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2016                   :
     :     2,104:    18,469     20,008    -15,865      1,103        892      3,707      5,035:    -1,603     -2,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       48.3       25.9       39.4       19.1       94.7       93.2:       5.3        6.8
Old  :     100.0:      29.4       48.3       25.9       39.4       19.1       94.7       93.2:       5.3        6.8
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  :       206:        57        100         76         35         33        140        168:
Old  :       206:        57        100         76         35         33        140        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  :                 48.7       22.0       58.7       35.5       36.6       17.8       42.7       26.7
Old  :                 48.7       22.0       58.7       35.5       36.6       17.8       42.7       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 30, 2016