VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      408,198
COMMITMENTS
 156,514  196,790   91,709  135,656   91,095  383,879  379,594   24,319   28,604

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:     12,928)
  -7,365   -1,337    6,769   15,640    6,678   15,044   12,110   -2,116      818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     48.2     22.5     33.2     22.3     94.0     93.0      6.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      50       96       71       37       38      140      161                  



Updated April 15, 2016