VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      465,375
COMMITMENTS
  65,785  248,813  106,283  272,730   77,654  444,798  432,750   20,577   32,625

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -18,399)
  -9,424  -25,708    9,504  -13,315      416  -13,235  -15,788   -5,164   -2,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     53.5     22.8     58.6     16.7     95.6     93.0      4.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      46      106       84       38       31      145      170                  



Updated December 13, 2019