VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      373,156
COMMITMENTS
 110,421  160,538   98,666  137,073   81,404  346,160  340,608   26,996   32,548

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -9,372)
 -25,568  -21,118    8,221   -1,553   -1,983  -18,900  -14,880    9,528    5,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6     43.0     26.4     36.7     21.8     92.8     91.3      7.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      56       59       70       32       32      128      131                  



Updated July 1, 2016