VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      537,656
COMMITMENTS
 158,784  291,203  141,998  194,136   58,298  494,918  491,499   42,738   46,157

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     57,800)
  14,104   20,343   21,193   12,585    3,851   47,882   45,387    9,918   12,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     54.2     26.4     36.1     10.8     92.1     91.4      7.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      72      109       85       35       30      156      186                  



Updated January 20, 2017