VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/21/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      382,528
COMMITMENTS
 135,989  181,656   90,445  138,626   83,387  365,060  355,488   17,468   27,040

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -53,775)
   5,644  -27,053  -21,863  -31,300   -4,153  -47,519  -53,069   -6,256     -706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     47.5     23.6     36.2     21.8     95.4     92.9      4.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      44       80       67       33       35      122      147                  



Updated June 24, 2016