VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      451,899
COMMITMENTS
 153,857  231,284   97,432  178,041   94,403  429,330  423,119   22,569   28,780

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      3,286)
 -10,518   -8,941    6,897    3,931    2,062      310       18    2,976    3,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     51.2     21.6     39.4     20.9     95.0     93.6      5.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      47      100       79       36       33      137      168                  



Updated May 6, 2016