VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      338,446
COMMITMENTS
 142,035  155,824   79,519   94,498   77,029  316,052  312,372   22,394   26,074

CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST:     16,282)
      -4    9,831    5,922   10,828     -959   16,746   14,794     -464    1,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     46.0     23.5     27.9     22.8     93.4     92.3      6.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      59       84       72       33       30      138      148                  



Updated April 1, 2016