VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      448,613
COMMITMENTS
 164,375  240,225   90,535  174,110   92,341  429,020  423,101   19,593   25,512

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -13,744)
  -8,415    8,061   -9,490    6,818  -11,365  -11,087  -12,794   -2,657     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     53.5     20.2     38.8     20.6     95.6     94.3      4.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      46      106       82       35       32      140      171                  



Updated April 29, 2016