VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      628,899
COMMITMENTS
 177,335  280,291  216,182  202,648   91,493  596,165  587,966   32,734   40,933

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    -29,047)
 -13,297  -37,999   11,240  -27,333     -265  -29,390  -27,024      343   -2,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     44.6     34.4     32.2     14.5     94.8     93.5      5.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      85      120       98       42       38      186      206                  



Updated November 24, 2017