VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      421,662
COMMITMENTS
  61,519  214,425  102,872  236,387   70,972  400,778  388,269   20,884   33,393

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      9,768)
  -3,738   -7,388    5,806    6,963    9,293    9,031    7,711      737    2,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     50.9     24.4     56.1     16.8     95.0     92.1      5.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      44       99       82       37       33      138      165                  



Updated January 06, 2020