VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      297,025
COMMITMENTS
 110,256  121,156   74,955   91,042   82,075  276,253  278,186   20,772   18,839

CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST:    -27,517)
 -22,113  -20,744   -7,234    3,908    8,322  -25,439  -19,656   -2,078   -7,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     40.8     25.2     30.7     27.6     93.0     93.7      7.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      64       62       70       35       33      137      136                  



Updated November 20, 2015