VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, January 03, 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
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   411,436:   139,326    243,921     92,442    154,003     44,384    385,771    380,747:    25,665     30,689
Old  :   411,436:   139,326    243,921     92,442    154,003     44,384    385,771    380,747:    25,665     30,689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2016                    :
     :       115:    -2,858        255     -1,884      4,141       -109       -601     -1,738:       716      1,853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       59.3       22.5       37.4       10.8       93.8       92.5:       6.2        7.5
Old  :     100.0:      33.9       59.3       22.5       37.4       10.8       93.8       92.5:       6.2        7.5
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  :       202:        58         97         71         33         25        135        159:
Old  :       202:        58         97         71         33         25        135        159:
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  :                 36.3       22.6       47.1       38.2       29.9       21.6       36.9       33.0
Old  :                 36.3       22.6       47.1       38.2       29.9       21.6       36.9       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 6, 2017