VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :   491,051:    84,775    288,373     74,860    306,186     92,647    465,821    455,880:    25,230     35,171
Old  :   491,051:    84,775    288,373     74,860    306,186     92,647    465,821    455,880:    25,230     35,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    37,719:     3,932     19,582      6,494     23,956     10,160     34,382     36,236:     3,337      1,483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       58.7       15.2       62.4       18.9       94.9       92.8:       5.1        7.2
Old  :     100.0:      17.3       58.7       15.2       62.4       18.9       94.9       92.8:       5.1        7.2
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:        47        107         71         45         36        140        174:
Old  :       215:        47        107         71         45         36        140        174:
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  :                 36.4       24.7       54.1       35.8       34.6       20.4       49.5       29.8
Old  :                 36.4       24.7       54.1       35.8       34.6       20.4       49.5       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 08, 2019