VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, January 24, 2017                                                            
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   478,012:   148,636    282,860    121,532    180,396     41,435    450,564    445,827:    27,448     32,185
Old  :   478,012:   148,636    282,860    121,532    180,396     41,435    450,564    445,827:    27,448     32,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :   -59,644:   -10,148     -8,343    -20,466    -13,740    -16,863    -44,354    -45,672:   -15,290    -13,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       59.2       25.4       37.7        8.7       94.3       93.3:       5.7        6.7
Old  :     100.0:      31.1       59.2       25.4       37.7        8.7       94.3       93.3:       5.7        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        69        111         81         34         26        151        179:
Old  :       228:        69        111         81         34         26        151        179:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       20.4       44.2       35.2       27.3       19.4       35.7       30.3
Old  :                 32.7       20.4       44.2       35.2       27.3       19.4       35.7       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 27, 2017