VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 2016                             
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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  :   501,258:   164,299    268,107    123,314    190,953     79,339    478,566    470,760:    22,692     30,498
Old  :   501,258:   164,299    268,107    123,314    190,953     79,339    478,566    470,760:    22,692     30,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2016                         :
     :    33,075:    -5,665      7,794     16,058     22,450      8,419     32,843     32,271:       232        804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       53.5       24.6       38.1       15.8       95.5       93.9:       4.5        6.1
Old  :     100.0:      32.8       53.5       24.6       38.1       15.8       95.5       93.9:       4.5        6.1
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  :       225:        57        106         84         38         32        150        182:
Old  :       225:        57        106         84         38         32        150        182:
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  :                 47.7       21.2       56.9       35.1       38.9       17.6       45.5       27.3
Old  :                 47.7       21.2       56.9       35.1       38.9       17.6       45.5       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 10, 2016