VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   657,946:   190,632    318,290    204,942    229,981     91,758    625,555    614,990:    32,391     42,956
Old  :   657,946:   190,632    318,290    204,942    229,981     91,758    625,555    614,990:    32,391     42,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :    -1,304:     6,301    -19,350     -7,592       -308     22,861     -1,599     -4,081:       295      2,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       48.4       31.1       35.0       13.9       95.1       93.5:       4.9        6.5
Old  :     100.0:      29.0       48.4       31.1       35.0       13.9       95.1       93.5:       4.9        6.5
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  :       276:        91        131        106         42         35        193        217:
Old  :       276:        91        131        106         42         35        193        217:
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  :                 29.5       27.8       41.9       38.7       18.6       15.9       27.8       25.4
Old  :                 29.5       27.8       41.9       38.7       18.6       15.9       27.8       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 17, 2017