VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      478,012
COMMITMENTS
 148,636  282,860  121,532  180,396   41,435  450,564  445,827   27,448   32,185

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:    -59,644)
 -10,148   -8,343  -20,466  -13,740  -16,863  -44,354  -45,672  -15,290  -13,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     59.2     25.4     37.7      8.7     94.3     93.3      5.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      69      111       81       34       26      151      179                  



Updated January 27, 2017