VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   451,231:   131,191    180,373    140,111    147,454     91,929    418,756    412,413:    32,475     38,818
Old  :   451,231:   131,191    180,373    140,111    147,454     91,929    418,756    412,413:    32,475     38,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2016                     :
     :    39,748:    -3,093     -3,804     30,261      8,848      1,196     36,016     27,653:     3,732     12,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       40.0       31.1       32.7       20.4       92.8       91.4:       7.2        8.6
Old  :     100.0:      29.1       40.0       31.1       32.7       20.4       92.8       91.4:       7.2        8.6
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  :       210:        57        106         92         34         30        150        178:
Old  :       210:        57        106         92         34         30        150        178:
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  :                 36.0       23.3       48.2       34.6       25.3       15.6       34.1       22.6
Old  :                 36.0       23.3       48.2       34.6       25.3       15.6       34.1       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 18, 2016