VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      504,704
COMMITMENTS
  80,111  290,810  102,188  300,077   79,218  482,376  472,216   22,328   32,488

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:    -44,602)
 -14,248  -21,911    3,194  -32,939  -26,342  -43,993  -45,059     -609      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     57.6     20.2     59.5     15.7     95.6     93.6      4.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      56      104       77       38       32      140      175                  



Updated December 02, 2019