VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      438,355
COMMITMENTS
 156,576  241,890  104,404  156,608   61,325  417,588  407,619   20,767   30,736

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:    -25,822)
  10,671    1,169   -6,106  -25,411  -17,565  -20,846  -22,502   -4,976   -3,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     55.2     23.8     35.7     14.0     95.3     93.0      4.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      46      101       71       31       34      128      168                  



Updated May 27, 2016