VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      411,321
COMMITMENTS
 142,184  243,666   94,326  149,862   44,493  386,372  382,485   24,949   28,836

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:    -51,453)
   8,620    1,177  -35,133  -22,563  -14,786  -49,076  -48,742   -2,377   -2,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     59.2     22.9     36.4     10.8     93.9     93.0      6.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      57       97       69       33       27      133      159                  



Updated December 30, 2016