VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      473,819
COMMITMENTS
 148,032  222,672  142,310  163,850   83,359  454,192  448,341   19,627   25,478

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:    -18,213)
 -10,288  -23,656   22,416  -22,310   -8,742  -10,182   -9,982   -8,031   -8,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     47.0     30.0     34.6     17.6     95.9     94.6      4.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      63      102       82       36       38      152      180                  



Updated October 21, 2016