VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      324,542
COMMITMENTS
 132,369  141,900   82,189   87,134   73,753  301,692  297,842   22,850   26,700

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:      3,411)
   4,921   10,725   -5,804    4,816     -900    3,933    4,021     -522     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     43.7     25.3     26.8     22.7     93.0     91.8      7.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      54       75       62       35       31      124      140                  



Updated November 13, 2015