VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      542,622
COMMITMENTS
 182,844  301,661  137,752  194,778   71,860  515,374  511,273   27,248   31,349

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     26,263)
  12,654   16,868   10,352    3,080     -123   26,086   27,097      177     -834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.7     55.6     25.4     35.9     13.2     95.0     94.2      5.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      63      107       95       41       34      165      186                  



Updated August 12, 2016