VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, May 05, 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  :   220,455:    50,851     79,209     39,593    110,144     76,189    200,588    194,991:    19,867     25,464
Old  :   220,455:    50,851     79,209     39,593    110,144     76,189    200,588    194,991:    19,867     25,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 28, 2020                       :
     :     9,789:       -75      9,312      2,578      7,329     -1,476      9,832     10,414:       -43       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       35.9       18.0       50.0       34.6       91.0       88.4:       9.0       11.6
Old  :     100.0:      23.1       35.9       18.0       50.0       34.6       91.0       88.4:       9.0       11.6
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  :       137:        35         59         55         35         33        103        118:
Old  :       137:        35         59         55         35         33        103        118:
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  :                 34.0       23.5       47.3       36.6       27.7       22.8       39.7       32.1
Old  :                 34.0       23.5       47.3       36.6       27.7       22.8       39.7       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 08, 2020