VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      429,698
COMMITMENTS
  77,923  222,820   92,515  236,915   82,450  407,353  397,785   22,345   31,913

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      8,036)
  16,404    8,395  -10,357      528   11,478    6,575    9,516    1,461   -1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     51.9     21.5     55.1     19.2     94.8     92.6      5.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      48       96       80       36       32      136      166                  



Updated January 10, 2020