VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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  :   515,480:   151,236    253,988    144,561    188,975     83,251    484,772    481,800:    30,708     33,680
Old  :   515,480:   151,236    253,988    144,561    188,975     83,251    484,772    481,800:    30,708     33,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :   -85,839:   -27,089    -37,783    -14,979    -41,792    -29,136    -83,860    -81,898:    -1,979     -3,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       49.3       28.0       36.7       16.2       94.0       93.5:       6.0        6.5
Old  :     100.0:      29.3       49.3       28.0       36.7       16.2       94.0       93.5:       6.0        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  :       223:        83         93         88         37         28        167        169:
Old  :       223:        83         93         88         37         28        167        169:
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  :                 31.0       25.2       46.3       41.1       18.8       18.7       28.7       28.2
Old  :                 31.0       25.2       46.3       41.1       18.8       18.7       28.7       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 

Updated June 6, 2017