VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      479,856
COMMITMENTS
 144,680  270,860  120,805  181,551   54,447  447,036  446,112   32,820   33,744

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     68,420)
   5,354   26,939   28,363   27,548   10,063   61,265   65,365    7,155    3,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     56.4     25.2     37.8     11.3     93.2     93.0      6.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      64      107       80       36       29      149      176                  



Updated January 13, 2017