VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      480,876
COMMITMENTS
 140,712  267,046  130,774  181,205   48,817  452,691  446,637   28,185   34,239

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      2,864)
  -7,924  -15,814    9,242      809    7,382    2,127      810      737    2,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     55.5     27.2     37.7     10.2     94.1     92.9      5.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      76       99       83       36       25      161      169                  



Updated February 3, 2017