VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, January 07, 2020                                                            
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   429,698:    77,923    222,820     92,515    236,915     82,450    407,353    397,785:    22,345     31,913
Old  :   429,698:    77,923    222,820     92,515    236,915     82,450    407,353    397,785:    22,345     31,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2019                    :
     :     8,036:    16,404      8,395    -10,357        528     11,478      6,575      9,516:     1,461     -1,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       51.9       21.5       55.1       19.2       94.8       92.6:       5.2        7.4
Old  :     100.0:      18.1       51.9       21.5       55.1       19.2       94.8       92.6:       5.2        7.4
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  :       197:        48         96         80         36         32        136        166:
Old  :       197:        48         96         80         36         32        136        166:
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  :                 32.2       18.8       47.9       30.8       29.8       16.0       40.1       24.1
Old  :                 32.2       18.8       47.9       30.8       29.8       16.0       40.1       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 10, 2020