VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      617,178
COMMITMENTS
 173,734  322,482  194,874  213,437   62,349  582,045  579,705   35,133   37,473

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:    -84,749)
 -11,344  -31,167  -19,126  -53,828  -34,591  -84,298  -84,884     -451      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     52.3     31.6     34.6     10.1     94.3     93.9      5.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      80      129       91       43       34      185      199                  



Updated October 27, 2017