VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      411,436
COMMITMENTS
 139,326  243,921   92,442  154,003   44,384  385,771  380,747   25,665   30,689

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        115)
  -2,858      255   -1,884    4,141     -109     -601   -1,738      716    1,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     59.3     22.5     37.4     10.8     93.8     92.5      6.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      58       97       71       33       25      135      159                  



Updated January 6, 2017