VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   431,627:   142,264    237,671     99,844    161,655     64,020    403,763    401,535:    27,864     30,092
Old  :   431,627:   142,264    237,671     99,844    161,655     64,020    403,763    401,535:    27,864     30,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :    22,741:   -10,809     16,935     15,258     21,141     -5,491     25,590     26,702:    -2,849     -3,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       55.1       23.1       37.5       14.8       93.5       93.0:       6.5        7.0
Old  :     100.0:      33.0       55.1       23.1       37.5       14.8       93.5       93.0:       6.5        7.0
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        102         73         36         31        144        164:
Old  :       210:        57        102         73         36         31        144        164:
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  :                 40.0       20.5       50.3       34.2       34.7       18.9       41.8       29.5
Old  :                 40.0       20.5       50.3       34.2       34.7       18.9       41.8       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 9, 2016