VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      281,186
COMMITMENTS
  97,031  104,463   77,181   88,156   80,177  262,368  261,821   18,818   19,365

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -14,086)
 -18,959  -21,707    6,456      -16    5,355  -12,519   -9,896   -1,567   -4,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5     37.2     27.4     31.4     28.5     93.3     93.1      6.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      67       56       71       33       32      139      130                  



Updated December 18, 2015