VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      598,618
COMMITMENTS
 171,709  272,270  154,636  239,202  136,119  565,547  563,025   33,071   35,593

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      1,706)
  -3,648   -2,702  -10,369   14,123   15,180      106    2,109    1,600     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     45.5     25.8     40.0     22.7     94.5     94.1      5.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      97       98       94       42       32      188      185                  



Updated March 17, 2017