VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   312,450:   133,565    123,239     73,119     85,126     90,941    291,810    287,299:    20,640     25,151
Old  :   312,450:   133,565    123,239     73,119     85,126     90,941    291,810    287,299:    20,640     25,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2016                        :
     :    19,154:     5,426     16,218      2,545     11,791      1,203     19,762     19,966:      -608       -812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       39.4       23.4       27.2       29.1       93.4       92.0:       6.6        8.0
Old  :     100.0:      42.7       39.4       23.4       27.2       29.1       93.4       92.0:       6.6        8.0
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  :       184:        55         76         74         34         34        140        146:
Old  :       184:        55         76         74         34         34        140        146:
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  :                 36.8       27.5       48.8       39.3       26.9       20.2       34.3       28.6
Old  :                 36.8       27.5       48.8       39.3       26.9       20.2       34.3       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 18, 2016