VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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  :   516,359:   170,190    284,793    127,400    191,698     71,983    489,288    484,176:    27,071     32,183
Old  :   516,359:   170,190    284,793    127,400    191,698     71,983    489,288    484,176:    27,071     32,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2016                        :
     :    24,486:   -13,931     11,722     12,204     22,754       -274     21,027     23,652:     3,459        834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       55.2       24.7       37.1       13.9       94.8       93.8:       5.2        6.2
Old  :     100.0:      33.0       55.2       24.7       37.1       13.9       94.8       93.8:       5.2        6.2
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:        63        101         84         43         34        159        176:
Old  :       221:        63        101         84         43         34        159        176:
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  :                 49.5       19.9       58.2       33.9       42.9       18.7       47.9       29.9
Old  :                 49.5       19.9       58.2       33.9       42.9       18.7       47.9       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 5, 2016