VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      501,258
COMMITMENTS
 164,299  268,107  123,314  190,953   79,339  478,566  470,760   22,692   30,498

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     33,075)
  -5,665    7,794   16,058   22,450    8,419   32,843   32,271      232      804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     53.5     24.6     38.1     15.8     95.5     93.9      4.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      57      106       84       38       32      150      182                  



Updated June 10, 2016