VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      431,627
COMMITMENTS
 142,264  237,671   99,844  161,655   64,020  403,763  401,535   27,864   30,092

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     22,741)
 -10,809   16,935   15,258   21,141   -5,491   25,590   26,702   -2,849   -3,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     55.1     23.1     37.5     14.8     93.5     93.0      6.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      57      102       73       36       31      144      164                  



Updated December 9, 2016