VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2017                          
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   480,876:   140,712    267,046    130,774    181,205     48,817    452,691    446,637:    28,185     34,239
Old  :   480,876:   140,712    267,046    130,774    181,205     48,817    452,691    446,637:    28,185     34,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2017                     :
     :     2,864:    -7,924    -15,814      9,242        809      7,382      2,127        810:       737      2,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       55.5       27.2       37.7       10.2       94.1       92.9:       5.9        7.1
Old  :     100.0:      29.3       55.5       27.2       37.7       10.2       94.1       92.9:       5.9        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        76         99         83         36         25        161        169:
Old  :       226:        76         99         83         36         25        161        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       21.1       42.3       35.9       22.1       18.3       30.0       28.4
Old  :                 31.4       21.1       42.3       35.9       22.1       18.3       30.0       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 3, 2017