VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      525,156
COMMITMENTS
 120,838  223,250  170,865  200,755   97,882  492,458  491,997   32,698   33,159

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -95,110)
 -52,862  -92,810   10,013  -45,797   -7,328  -88,646  -90,125   -6,464   -4,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     42.5     32.5     38.2     18.6     93.8     93.7      6.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      83       85       83       36       30      166      162                  



Updated May 26, 2017