VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/10/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      463,497
COMMITMENTS
 152,897  240,962  113,886  175,032   80,626  441,815  435,474   21,682   28,023

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     11,598)
    -960    9,678   16,454   -3,009  -13,777   12,485   12,355     -887     -757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     52.0     24.6     37.8     17.4     95.3     94.0      4.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      54      104       86       39       36      152      181                  



Updated May 13, 2016