VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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  :   640,340:   167,336    291,163    218,545    220,101     91,397    605,982    601,105:    34,358     39,235
Old  :   640,340:   167,336    291,163    218,545    220,101     91,397    605,982    601,105:    34,358     39,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :    21,615:   -12,025     -9,526     21,626     13,278      8,897     22,879     20,997:    -1,264        618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       45.5       34.1       34.4       14.3       94.6       93.9:       5.4        6.1
Old  :     100.0:      26.1       45.5       34.1       34.4       14.3       94.6       93.9:       5.4        6.1
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  :       261:        80        118        110         42         32        192        204:
Old  :       261:        80        118        110         42         32        192        204:
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  :                 33.9       31.3       43.2       41.6       17.3       16.2       23.5       24.6
Old  :                 33.9       31.3       43.2       41.6       17.3       16.2       23.5       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 15, 2017