VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/24/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      405,328
COMMITMENTS
  84,701  233,220   62,658  237,060   78,928  384,419  374,806   20,909   30,522

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,610)
  -1,387   21,481  -12,256   18,122   -8,074    4,479    1,151   -1,869    1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     57.5     15.5     58.5     19.5     94.8     92.5      5.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      46       87       64       40       38      125      157                  



Updated September 27, 2019