VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      436,303
COMMITMENTS
 130,345  208,709  112,308  169,926   87,540  412,579  408,557   23,724   27,746

CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST:    -64,955)
 -33,954  -59,398  -11,006  -21,027    8,201  -65,987  -62,203    1,032   -2,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     47.8     25.7     38.9     20.1     94.6     93.6      5.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      49       90       78       30       35      130      162                  



Updated June 17, 2016