VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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  :   583,594:   146,672    290,517    170,587    228,877     86,453    546,136    547,557:    37,458     36,037
Old  :   583,594:   146,672    290,517    170,587    228,877     86,453    546,136    547,557:    37,458     36,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 13, 2017                        :
     :   -48,871:   -19,509     -5,495     -2,174    -31,884    -42,769    -53,567    -50,438:     4,696      1,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       49.8       29.2       39.2       14.8       93.6       93.8:       6.4        6.2
Old  :     100.0:      25.1       49.8       29.2       39.2       14.8       93.6       93.8:       6.4        6.2
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  :       274:       106        108        104         40         34        205        200:
Old  :       274:       106        108        104         40         34        205        200:
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  :                 29.9       24.7       40.0       38.9       16.7       18.1       23.2       28.1
Old  :                 29.9       24.7       40.0       38.9       16.7       18.1       23.2       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 23, 2017