VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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  :   482,610:   156,382    243,310    114,759    185,103     91,356    456,244    449,425:    26,366     33,185
Old  :   482,610:   156,382    243,310    114,759    185,103     91,356    456,244    449,425:    26,366     33,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2016                   :
     :     9,401:    17,152     14,940     -7,606     -1,274      1,012      8,272      8,346:     1,129      1,055
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       50.4       23.8       38.4       18.9       94.5       93.1:       5.5        6.9
Old  :     100.0:      32.4       50.4       23.8       38.4       18.9       94.5       93.1:       5.5        6.9
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  :       221:        67        102         85         36         35        155        179:
Old  :       221:        67        102         85         36         35        155        179:
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       22.8       56.9       36.1       36.2       19.8       42.5       29.2
Old  :                 47.4       22.8       56.9       36.1       36.2       19.8       42.5       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 7, 2016