VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   704,831:   175,169    346,356    206,209    283,365    106,908    664,743    659,473:    40,088     45,358
Old  :   704,831:   175,169    346,356    206,209    283,365    106,908    664,743    659,473:    40,088     45,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2017                   :
     :    64,491:     7,833     55,193    -12,336     63,264     15,511     58,761     58,368:     5,730      6,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       49.1       29.3       40.2       15.2       94.3       93.6:       5.7        6.4
Old  :     100.0:      24.9       49.1       29.3       40.2       15.2       94.3       93.6:       5.7        6.4
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  :       272:        87        122        106         44         32        194        209:
Old  :       272:        87        122        106         44         32        194        209:
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  :                 32.0       28.1       43.3       39.9       18.5       17.2       26.1       26.7
Old  :                 32.0       28.1       43.3       39.9       18.5       17.2       26.1       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 22, 2017