VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      412,513
COMMITMENTS
 145,947  192,880  104,943  139,009   86,501  389,899  384,324   22,614   28,189

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     39,357)
  35,526   32,342    6,277    1,936    5,097   43,739   43,716   -4,382   -4,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4     46.8     25.4     33.7     21.0     94.5     93.2      5.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      58       75       70       36       31      140      138                  



Updated July 8, 2016