VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   411,321:   142,184    243,666     94,326    149,862     44,493    386,372    382,485:    24,949     28,836
Old  :   411,321:   142,184    243,666     94,326    149,862     44,493    386,372    382,485:    24,949     28,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2016                    :
     :   -51,453:     8,620      1,177    -35,133    -22,563    -14,786    -49,076    -48,742:    -2,377     -2,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       59.2       22.9       36.4       10.8       93.9       93.0:       6.1        7.0
Old  :     100.0:      34.6       59.2       22.9       36.4       10.8       93.9       93.0:       6.1        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  :       200:        57         97         69         33         27        133        159:
Old  :       200:        57         97         69         33         27        133        159:
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  :                 38.0       23.0       49.0       39.3       31.2       22.1       38.6       34.2
Old  :                 38.0       23.0       49.0       39.3       31.2       22.1       38.6       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 30, 2016