VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/01/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      273,237
COMMITMENTS
 114,015   90,715   70,215   66,969   86,388  251,199  247,318   22,038   25,919

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     25,173)
  12,191   14,792    4,357    8,428    1,946   24,976   21,095      197    4,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     33.2     25.7     24.5     31.6     91.9     90.5      8.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      63       50       65       29       31      125      122                  



Updated March 4, 2016