VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, December 24, 2019                                                           
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   411,894:    65,257    221,813     97,066    229,424     61,679    391,747    380,558:    20,147     31,336
Old  :   411,894:    65,257    221,813     97,066    229,424     61,679    391,747    380,558:    20,147     31,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2019                    :
     :   -48,949:      -279    -17,074    -17,050    -30,237    -15,287    -47,566    -49,411:    -1,383        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       53.9       23.6       55.7       15.0       95.1       92.4:       4.9        7.6
Old  :     100.0:      15.8       53.9       23.6       55.7       15.0       95.1       92.4:       4.9        7.6
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  :       194:        44         99         75         34         30        132        159:
Old  :       194:        44         99         75         34         30        132        159:
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  :                 33.7       16.8       48.2       30.3       31.4       16.2       43.3       27.6
Old  :                 33.7       16.8       48.2       30.3       31.4       16.2       43.3       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 30, 2019