VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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  :   249,793:    81,276     95,076     75,474     75,999     58,390    232,749    228,940:    17,044     20,853
Old  :   249,793:    81,276     95,076     75,474     75,999     58,390    232,749    228,940:    17,044     20,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2015                    :
     :   -31,393:   -15,755     -9,387     -1,707    -12,157    -21,787    -29,619    -32,881:    -1,774      1,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       38.1       30.2       30.4       23.4       93.2       91.7:       6.8        8.3
Old  :     100.0:      32.5       38.1       30.2       30.4       23.4       93.2       91.7:       6.8        8.3
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  :       145:        55         49         53         24         24        109        105:
Old  :       145:        55         49         53         24         24        109        105:
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  :                 34.8       48.9       47.5       59.1       18.3       32.5       29.7       40.7
Old  :                 34.8       48.9       47.5       59.1       18.3       32.5       29.7       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 25, 2015