VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      583,594
COMMITMENTS
 146,672  290,517  170,587  228,877   86,453  546,136  547,557   37,458   36,037

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -48,871)
 -19,509   -5,495   -2,174  -31,884  -42,769  -53,567  -50,438    4,696    1,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     49.8     29.2     39.2     14.8     93.6     93.8      6.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
     106      108      104       40       34      205      200                  



Updated June 23, 2017