VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      389,937
COMMITMENTS
 136,852  200,230   88,954  137,605   71,175  363,411  360,359   26,526   29,578

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    -61,294)
   5,661   19,857  -51,157   -9,849  -20,754  -55,345  -52,054   -5,949   -9,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     51.3     22.8     35.3     18.3     93.2     92.4      6.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      56      101       75       35       32      143      166                  



Updated November 25, 2016