VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      507,877
COMMITMENTS
 179,690  301,214  112,658  192,744   62,973  485,092  476,845   22,785   31,032

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:    -33,759)
  -5,081    2,355  -16,291  -11,549  -20,706  -32,921  -34,642     -838      883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4     59.3     22.2     38.0     12.4     95.5     93.9      4.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      58      115       92       41       36      166      193                  



Updated August 26, 2016