VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, January 12, 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  :   243,063:    79,477     86,066     77,959     65,491     57,673    222,927    221,698:    20,136     21,365
Old  :   243,063:    79,477     86,066     77,959     65,491     57,673    222,927    221,698:    20,136     21,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2016                      :
     :      -244:    -3,968     -7,191     11,612     -9,779     -4,816     -2,135       -395:     1,891        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       35.4       32.1       26.9       23.7       91.7       91.2:       8.3        8.8
Old  :     100.0:      32.7       35.4       32.1       26.9       23.7       91.7       91.2:       8.3        8.8
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  :       162:        68         46         63         29         33        131        117:
Old  :       162:        68         46         63         29         33        131        117:
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  :                 28.8       40.7       39.9       50.1       17.0       24.4       25.9       33.2
Old  :                 28.8       40.7       39.9       50.1       17.0       24.4       25.9       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 15, 2016