VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      473,209
COMMITMENTS
 139,230  228,370  122,365  186,377   90,344  447,972  441,079   25,237   32,130

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      2,104)
  18,469   20,008  -15,865    1,103      892    3,707    5,035   -1,603   -2,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     48.3     25.9     39.4     19.1     94.7     93.2      5.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      57      100       76       35       33      140      168                  



Updated September 30, 2016