VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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  :   399,983:   125,463    184,961     67,797    184,912    120,618    378,172    373,376:    21,811     26,607
Old  :   399,983:   125,463    184,961     67,797    184,912    120,618    378,172    373,376:    21,811     26,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2019                      :
     :    -4,207:   -12,129    -24,002        345      8,295     20,461     -3,489     -3,196:      -718     -1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       46.2       16.9       46.2       30.2       94.5       93.3:       5.5        6.7
Old  :     100.0:      31.4       46.2       16.9       46.2       30.2       94.5       93.3:       5.5        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  :       202:        55         83         82         41         41        150        162:
Old  :       202:        55         83         82         41         41        150        162:
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  :                 32.7       27.3       44.4       38.5       29.0       21.0       38.1       31.0
Old  :                 32.7       27.3       44.4       38.5       29.0       21.0       38.1       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 23, 2019