VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      433,719
COMMITMENTS
  88,070  226,737   88,080  231,968   88,028  408,118  402,845   25,601   30,874

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -45,149)
   6,038  -25,472  -20,724  -29,312     -149  -43,998  -46,345   -1,151    1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     52.3     20.3     53.5     20.3     94.1     92.9      5.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      56       96       98       39       36      154      181                  



Updated January 31, 2020