VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      549,306
COMMITMENTS
  94,359  312,721   98,994  333,016  105,560  526,369  517,275   22,937   32,031

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     30,331)
   2,526   14,731   14,207   18,343    5,774   35,076   34,712   -4,745   -4,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     56.9     18.0     60.6     19.2     95.8     94.2      4.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      57      110       82       42       37      148      190                  



Updated November 22, 2019