VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      551,908
COMMITMENTS
 181,605  283,836  147,434  190,058   85,093  519,097  516,363   32,811   35,545

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -89,851)
   3,721  -14,710  -59,007  -33,206  -14,999  -88,492  -88,716   -1,359   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     51.4     26.7     34.4     15.4     94.1     93.6      5.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      85      107       94       38       27      176      187                  



Updated February 24, 2017