VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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  :   547,744:   177,715    311,446    133,071    209,482     70,562    520,268    515,079:    27,476     32,665
Old  :   547,744:   177,715    311,446    133,071    209,482     70,562    520,268    515,079:    27,476     32,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2016                      :
     :    36,503:     2,105      8,115     21,319     11,315      8,681     34,739     38,115:     1,764     -1,612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       56.9       24.3       38.2       12.9       95.0       94.0:       5.0        6.0
Old  :     100.0:      32.4       56.9       24.3       38.2       12.9       95.0       94.0:       5.0        6.0
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  :       244:        67        115         94         43         35        171        197:
Old  :       244:        67        115         94         43         35        171        197:
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  :                 45.1       18.8       54.2       31.4       39.1       18.7       44.3       29.4
Old  :                 45.1       18.8       54.2       31.4       39.1       18.7       44.3       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 9, 2016