VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :   617,178:   173,734    322,482    194,874    213,437     62,349    582,045    579,705:    35,133     37,473
Old  :   617,178:   173,734    322,482    194,874    213,437     62,349    582,045    579,705:    35,133     37,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2017                     :
     :   -84,749:   -11,344    -31,167    -19,126    -53,828    -34,591    -84,298    -84,884:      -451        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       52.3       31.6       34.6       10.1       94.3       93.9:       5.7        6.1
Old  :     100.0:      28.1       52.3       31.6       34.6       10.1       94.3       93.9:       5.7        6.1
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  :       267:        80        129         91         43         34        185        199:
Old  :       267:        80        129         91         43         34        185        199:
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  :                 33.5       30.1       45.1       41.9       20.2       21.0       30.3       29.4
Old  :                 33.5       30.1       45.1       41.9       20.2       21.0       30.3       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 27, 2017