VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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  :   659,250:   184,331    337,640    212,534    230,289     68,897    627,154    619,071:    32,096     40,179
Old  :   659,250:   184,331    337,640    212,534    230,289     68,897    627,154    619,071:    32,096     40,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2017                     :
     :    31,094:    11,137     19,146      1,188     23,331      6,388     35,656     26,722:    -4,562      4,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       51.2       32.2       34.9       10.5       95.1       93.9:       4.9        6.1
Old  :     100.0:      28.0       51.2       32.2       34.9       10.5       95.1       93.9:       4.9        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  :       279:        93        122        106         46         36        204        209:
Old  :       279:        93        122        106         46         36        204        209:
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       29.7       42.6       40.9       19.2       20.1       28.6       28.8
Old  :                 29.9       29.7       42.6       40.9       19.2       20.1       28.6       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 10, 2017