VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      640,340
COMMITMENTS
 167,336  291,163  218,545  220,101   91,397  605,982  601,105   34,358   39,235

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     21,615)
 -12,025   -9,526   21,626   13,278    8,897   22,879   20,997   -1,264      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     45.5     34.1     34.4     14.3     94.6     93.9      5.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      80      118      110       42       32      192      204                  



Updated September 15, 2017