VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      445,922
COMMITMENTS
 128,280  230,858  119,221  168,326   63,597  415,827  413,676   30,095   32,246

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:     14,295)
 -13,984   -6,813   19,377    6,671     -423   12,064   12,141    2,231    2,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     51.8     26.7     37.7     14.3     93.3     92.8      6.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      63       99       78       36       29      152      163                  



Updated December 16, 2016