VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      451,231
COMMITMENTS
 131,191  180,373  140,111  147,454   91,929  418,756  412,413   32,475   38,818

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     39,748)
  -3,093   -3,804   30,261    8,848    1,196   36,016   27,653    3,732   12,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     40.0     31.1     32.7     20.4     92.8     91.4      7.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      57      106       92       34       30      150      178                  



Updated November 18, 2016