VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2015                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   312,340:   120,937    121,165     88,707     76,858     73,739    286,502    283,611:    25,838     28,729
Old  :   312,340:   120,937    121,165     88,707     76,858     73,739    286,502    283,611:    25,838     28,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2015                     :
     :   -21,185:     1,929      9,184     -4,952    -18,080    -26,528    -21,103    -22,296:       -82      1,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       38.8       28.4       24.6       23.6       91.7       90.8:       8.3        9.2
Old  :     100.0:      38.7       38.8       28.4       24.6       23.6       91.7       90.8:       8.3        9.2
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  :       168:        62         60         62         33         30        124        131:
Old  :       168:        62         60         62         33         30        124        131:
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  :                 32.5       45.4       42.6       54.9       18.4       32.6       26.2       37.1
Old  :                 32.5       45.4       42.6       54.9       18.4       32.6       26.2       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 30, 2015