VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      511,241
COMMITMENTS
 175,610  303,331  111,752  198,167   61,881  485,529  476,964   25,712   34,277

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      3,364)
  -4,080    2,117     -906    5,423   -1,092      437      119    2,927    3,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     59.3     21.9     38.8     12.1     95.0     93.3      5.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      54      114       86       42       36      161      187                  



Updated September 2, 2016