VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/25/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      436,770
COMMITMENTS
 167,134  248,626  102,406  146,983   60,479  416,523  411,511   20,247   25,259

CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST:    -37,049)
  19,102   25,954  -39,904  -16,867  -22,880  -37,669  -36,830      620     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     56.9     23.4     33.7     13.8     95.4     94.2      4.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      61      110       78       35       34      148      181                  



Updated October 28, 2016