VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      620,266
COMMITMENTS
 173,700  316,060  160,852  246,552  105,210  581,104  582,122   39,162   38,144

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     22,324)
  12,261   38,947      422    9,885  -16,198   22,568   23,171     -244     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     51.0     25.9     39.7     17.0     93.7     93.9      6.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      86      114      103       39       35      185      204                  



Updated May 19, 2017