VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2017                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   671,800:   194,943    349,984    186,549    250,808    101,894    632,300    638,427:    39,500     33,373
Old  :   671,800:   194,943    349,984    186,549    250,808    101,894    632,300    638,427:    39,500     33,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    32,995:    15,467     12,394     16,052     -2,109      4,467     29,410     32,913:     3,585         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       52.1       27.8       37.3       15.2       94.1       95.0:       5.9        5.0
Old  :     100.0:      29.0       52.1       27.8       37.3       15.2       94.1       95.0:       5.9        5.0
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  :       293:       116        122        106         39         30        215        208:
Old  :       293:       116        122        106         39         30        215        208:
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  :                 26.8       22.9       37.0       36.6       15.7       18.5       23.2       27.9
Old  :                 26.8       22.9       37.0       36.6       15.7       18.5       23.2       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 11, 2017