VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   382,528:   135,989    181,656     90,445    138,626     83,387    365,060    355,488:    17,468     27,040
Old  :   382,528:   135,989    181,656     90,445    138,626     83,387    365,060    355,488:    17,468     27,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2016                        :
     :   -53,775:     5,644    -27,053    -21,863    -31,300     -4,153    -47,519    -53,069:    -6,256       -706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       47.5       23.6       36.2       21.8       95.4       92.9:       4.6        7.1
Old  :     100.0:      35.6       47.5       23.6       36.2       21.8       95.4       92.9:       4.6        7.1
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  :       176:        44         80         67         33         35        122        147:
Old  :       176:        44         80         67         33         35        122        147:
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  :                 55.9       24.8       64.4       38.2       44.0       20.6       49.7       29.3
Old  :                 55.9       24.8       64.4       38.2       44.0       20.6       49.7       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 24, 2016