VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      248,064
COMMITMENTS
 101,824   75,923   65,858   58,541   84,442  226,223  226,223   21,841   21,841

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -18,804)
   1,683    2,488  -10,271  -10,101  -11,322  -18,689  -19,105     -115      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     30.6     26.5     23.6     34.0     91.2     91.2      8.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      54       46       61       27       30      119      108                  



Updated February 26, 2016