VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   541,636:   184,771    298,859    128,949    204,293     83,679    518,013    511,487:    23,623     30,149
Old  :   541,636:   184,771    298,859    128,949    204,293     83,679    518,013    511,487:    23,623     30,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2016                       :
     :      -986:     1,927     -2,802     -8,803      9,515     11,819      2,639        214:    -3,625     -1,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       55.2       23.8       37.7       15.4       95.6       94.4:       4.4        5.6
Old  :     100.0:      34.1       55.2       23.8       37.7       15.4       95.6       94.4:       4.4        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  :       238:        63        113         96         43         35        174        189:
Old  :       238:        63        113         96         43         35        174        189:
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  :                 45.0       19.7       54.3       34.2       37.1       18.8       43.0       29.8
Old  :                 45.0       19.7       54.3       34.2       37.1       18.8       43.0       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 19, 2016