VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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  :   576,528:   145,230    255,518    171,410    229,232    116,536    545,872    543,464:    30,656     33,064
Old  :   576,528:   145,230    255,518    171,410    229,232    116,536    545,872    543,464:    30,656     33,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :    13,837:     7,795     -5,553     -2,052     11,935     22,566     17,678     14,961:    -3,841     -1,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       44.3       29.7       39.8       20.2       94.7       94.3:       5.3        5.7
Old  :     100.0:      25.2       44.3       29.7       39.8       20.2       94.7       94.3:       5.3        5.7
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  :       251:        93         99         98         42         32        191        185:
Old  :       251:        93         99         98         42         32        191        185:
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  :                 30.4       27.3       40.6       42.0       13.6       16.5       20.2       25.6
Old  :                 30.4       27.3       40.6       42.0       13.6       16.5       20.2       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 14, 2017