Change input source on OSX 10.11
System Prefs > Keyboard > Shortcuts > Input Sources > [√] Select next source in Input menu > [double click on far right side and press Cmd ⌘ Space. It should be as simple as that. If it's still not binding, check all the other shortcuts and make sure nothing else has been bound to it. If it still does not work, it might help to use an external application to unbind the key and rebind it. I use Spark 3personally because it's free and it works for the few rebinds I need.