VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/17/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      464,177
COMMITMENTS
 145,905  240,721  110,510  182,019   78,890  438,434  430,121   25,743   34,056

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        680)
  -6,992     -241   -3,376    6,987   -1,736   -3,381   -5,353    4,061    6,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     51.9     23.8     39.2     17.0     94.5     92.7      5.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      45      106       85       37       36      144      177                  



Updated May 20, 2016