VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      511,186
COMMITMENTS
 190,777  257,476  125,702  170,561   99,218  487,040  482,396   24,146   28,790

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     44,953)
  14,152   23,863   19,902   11,106    3,054   45,160   46,819     -207   -1,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     50.4     24.6     33.4     19.4     95.3     94.4      4.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      64       94       88       41       38      161      180                  



Updated July 22, 2016