VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      286,132
COMMITMENTS
 109,396  116,363   76,141   81,170   68,958  266,707  261,462   19,425   24,670

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -10,893)
    -860   -4,793    1,186   -9,872  -13,117   -9,546  -16,724   -1,347    5,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2     40.7     26.6     28.4     24.1     93.2     91.4      6.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      49       71       52       30       30      112      126                  



Updated November 30, 2015