VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      462,774
COMMITMENTS
 133,564  242,489  129,459  172,425   59,279  435,448  431,227   27,326   31,547

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     16,852)
   5,284   11,631   10,238    4,099   -4,318   19,621   17,551   -2,769     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9     52.4     28.0     37.3     12.8     94.1     93.2      5.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      72      100       88       33       27      155      174                  



Updated December 23, 2016