VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      547,744
COMMITMENTS
 177,715  311,446  133,071  209,482   70,562  520,268  515,079   27,476   32,665

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     36,503)
   2,105    8,115   21,319   11,315    8,681   34,739   38,115    1,764   -1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     56.9     24.3     38.2     12.9     95.0     94.0      5.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      67      115       94       43       35      171      197                  



Updated September 9, 2016