VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      243,307
COMMITMENTS
  83,445   93,257   66,347   75,270   62,489  225,062  222,093   18,245   21,214

CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST:    -22,560)
 -21,573  -20,163   -3,209      197    1,903  -24,585  -21,469    2,025   -1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3     38.3     27.3     30.9     25.7     92.5     91.3      7.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      66       43       58       25       27      122      108                  



Updated January 8, 2016