VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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  :   525,156:   120,838    223,250    170,865    200,755     97,882    492,458    491,997:    32,698     33,159
Old  :   525,156:   120,838    223,250    170,865    200,755     97,882    492,458    491,997:    32,698     33,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :   -95,110:   -52,862    -92,810     10,013    -45,797     -7,328    -88,646    -90,125:    -6,464     -4,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       42.5       32.5       38.2       18.6       93.8       93.7:       6.2        6.3
Old  :     100.0:      23.0       42.5       32.5       38.2       18.6       93.8       93.7:       6.2        6.3
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  :       221:        83         85         83         36         30        166        162:
Old  :       221:        83         85         83         36         30        166        162:
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  :                 35.7       33.2       46.4       49.3       15.7       19.1       22.5       27.7
Old  :                 35.7       33.2       46.4       49.3       15.7       19.1       22.5       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 26, 2017