VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015                         
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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  :   286,132:   109,396    116,363     76,141     81,170     68,958    266,707    261,462:    19,425     24,670
Old  :   286,132:   109,396    116,363     76,141     81,170     68,958    266,707    261,462:    19,425     24,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2015                    :
     :   -10,893:      -860     -4,793      1,186     -9,872    -13,117     -9,546    -16,724:    -1,347      5,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       40.7       26.6       28.4       24.1       93.2       91.4:       6.8        8.6
Old  :     100.0:      38.2       40.7       26.6       28.4       24.1       93.2       91.4:       6.8        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  :       163:        49         71         52         30         30        112        126:
Old  :       163:        49         71         52         30         30        112        126:
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  :                 35.8       40.5       46.9       52.3       23.6       31.7       32.1       38.2
Old  :                 35.8       40.5       46.9       52.3       23.6       31.7       32.1       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 30, 2015