VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, January 14, 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
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   469,840:    79,372    246,966    103,939    259,158     88,932    442,469    439,837:    27,371     30,003
Old  :   469,840:    79,372    246,966    103,939    259,158     88,932    442,469    439,837:    27,371     30,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :    40,142:     1,449     24,146     11,424     22,243      6,482     35,116     42,052:     5,026     -1,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       52.6       22.1       55.2       18.9       94.2       93.6:       5.8        6.4
Old  :     100.0:      16.9       52.6       22.1       55.2       18.9       94.2       93.6:       5.8        6.4
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  :       214:        52        103         90         40         37        150        182:
Old  :       214:        52        103         90         40         37        150        182:
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  :                 29.5       21.4       44.2       32.4       27.3       19.4       37.7       26.9
Old  :                 29.5       21.4       44.2       32.4       27.3       19.4       37.7       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 17, 2020