VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      541,636
COMMITMENTS
 184,771  298,859  128,949  204,293   83,679  518,013  511,487   23,623   30,149

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:       -986)
   1,927   -2,802   -8,803    9,515   11,819    2,639      214   -3,625   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1     55.2     23.8     37.7     15.4     95.6     94.4      4.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      63      113       96       43       35      174      189                  



Updated August 19, 2016