VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   537,656:   158,784    291,203    141,998    194,136     58,298    494,918    491,499:    42,738     46,157
Old  :   537,656:   158,784    291,203    141,998    194,136     58,298    494,918    491,499:    42,738     46,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    57,800:    14,104     20,343     21,193     12,585      3,851     47,882     45,387:     9,918     12,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       54.2       26.4       36.1       10.8       92.1       91.4:       7.9        8.6
Old  :     100.0:      29.5       54.2       26.4       36.1       10.8       92.1       91.4:       7.9        8.6
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  :       234:        72        109         85         35         30        156        186:
Old  :       234:        72        109         85         35         30        156        186:
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  :                 29.2       21.3       41.4       38.1       20.7       18.4       29.7       27.9
Old  :                 29.2       21.3       41.4       38.1       20.7       18.4       29.7       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 20, 2017