VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   544,927:   131,784    215,421    165,689    209,496    122,563    506,969    503,673:    37,958     41,254
Old  :   544,927:   131,784    215,421    165,689    209,496    122,563    506,969    503,673:    37,958     41,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :    26,762:    -8,732    -19,589     20,621      9,894     19,986     21,783     21,018:     4,979      5,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       39.5       30.4       38.4       22.5       93.0       92.4:       7.0        7.6
Old  :     100.0:      24.2       39.5       30.4       38.4       22.5       93.0       92.4:       7.0        7.6
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  :       231:        88         89         98         38         29        177        178:
Old  :       231:        88         89         98         38         29        177        178:
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  :                 28.1       24.4       42.6       41.6       17.8       17.1       25.9       25.6
Old  :                 28.1       24.4       42.6       41.6       17.8       17.1       25.9       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 14, 2017