VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :   669,232:   176,481    347,105    195,044    264,070     89,618    635,595    631,767:    33,637     37,465
Old  :   669,232:   176,481    347,105    195,044    264,070     89,618    635,595    631,767:    33,637     37,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    28,723:    19,589     17,818        434      8,422      7,258     28,445     25,510:       278      3,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       51.9       29.1       39.5       13.4       95.0       94.4:       5.0        5.6
Old  :     100.0:      26.4       51.9       29.1       39.5       13.4       95.0       94.4:       5.0        5.6
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  :       275:        90        122        101         43         32        196        205:
Old  :       275:        90        122        101         43         32        196        205:
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       26.1       44.9       37.9       20.0       17.9       28.6       26.1
Old  :                 33.9       26.1       44.9       37.9       20.0       17.9       28.6       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 6, 2017