VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   511,186:   190,777    257,476    125,702    170,561     99,218    487,040    482,396:    24,146     28,790
Old  :   511,186:   190,777    257,476    125,702    170,561     99,218    487,040    482,396:    24,146     28,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2016                        :
     :    44,953:    14,152     23,863     19,902     11,106      3,054     45,160     46,819:      -207     -1,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       50.4       24.6       33.4       19.4       95.3       94.4:       4.7        5.6
Old  :     100.0:      37.3       50.4       24.6       33.4       19.4       95.3       94.4:       4.7        5.6
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  :       221:        64         94         88         41         38        161        180:
Old  :       221:        64         94         88         41         38        161        180:
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  :                 46.8       22.0       55.4       33.6       38.7       21.0       45.9       28.6
Old  :                 46.8       22.0       55.4       33.6       38.7       21.0       45.9       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 22, 2016