VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      312,156
COMMITMENTS
 117,024  138,760   79,988   92,404   67,428  289,416  286,176   22,740   25,980

CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST:     26,024)
   7,628   22,397    3,847   11,234   -1,530   22,709   24,714    3,315    1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.5     44.5     25.6     29.6     21.6     92.7     91.7      7.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      60       70       55       30       31      118      137                  



Updated December 4, 2015