VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   456,757:   116,711    261,025     81,464    235,304     83,734    433,479    426,223:    23,278     30,534
Old  :   456,757:   116,711    261,025     81,464    235,304     83,734    433,479    426,223:    23,278     30,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2019                        :
     :    16,568:    -3,324      8,723         25     12,006      7,570      8,707     16,318:     7,861        250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       57.1       17.8       51.5       18.3       94.9       93.3:       5.1        6.7
Old  :     100.0:      25.6       57.1       17.8       51.5       18.3       94.9       93.3:       5.1        6.7
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  :       215:        59         96         78         43         35        151        168:
Old  :       215:        59         96         78         43         35        151        168:
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  :                 39.7       27.6       54.4       39.0       37.0       23.6       48.0       31.7
Old  :                 39.7       27.6       54.4       39.0       37.0       23.6       48.0       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 02, 2019