VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      428,792
COMMITMENTS
 147,031  217,056  107,990  148,758   74,864  403,779  399,910   25,013   28,882

CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST:     -7,978)
 -20,103  -31,570    5,584    1,775   14,385  -12,744  -11,601    4,766    3,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     50.6     25.2     34.7     17.5     94.2     93.3      5.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      64       95       76       31       33      142      167                  



Updated November 4, 2016