VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   556,057:   151,413    256,707    176,645    196,691     84,420    524,749    517,772:    31,308     38,285
Old  :   556,057:   151,413    256,707    176,645    196,691     84,420    524,749    517,772:    31,308     38,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :   -47,543:    -2,615    -26,727     -9,097    -31,397    -10,633    -43,109    -46,457:    -4,434     -1,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       46.2       31.8       35.4       15.2       94.4       93.1:       5.6        6.9
Old  :     100.0:      27.2       46.2       31.8       35.4       15.2       94.4       93.1:       5.6        6.9
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  :       257:       100        100        111         34         26        198        188:
Old  :       257:       100        100        111         34         26        198        188:
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  :                 32.8       32.8       44.1       43.9       18.5       19.9       25.5       28.3
Old  :                 32.8       32.8       44.1       43.9       18.5       19.9       25.5       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 25, 2017