VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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  :   632,116:   183,127    297,889    209,575    210,477     85,349    603,179    592,813:    28,937     39,303
Old  :   632,116:   183,127    297,889    209,575    210,477     85,349    603,179    592,813:    28,937     39,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :     3,217:     5,792     17,598     -6,607      7,829     -6,144      7,014      4,847:    -3,797     -1,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       47.1       33.2       33.3       13.5       95.4       93.8:       4.6        6.2
Old  :     100.0:      29.0       47.1       33.2       33.3       13.5       95.4       93.8:       4.6        6.2
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:        91        121        101         44         37        193        210:
Old  :       275:        91        121        101         44         37        193        210:
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  :                 32.0       27.2       44.8       37.0       19.3       16.2       29.2       24.0
Old  :                 32.0       27.2       44.8       37.0       19.3       16.2       29.2       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 1, 2017