VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   433,719:    88,070    226,737     88,080    231,968     88,028    408,118    402,845:    25,601     30,874
Old  :   433,719:    88,070    226,737     88,080    231,968     88,028    408,118    402,845:    25,601     30,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :   -45,149:     6,038    -25,472    -20,724    -29,312       -149    -43,998    -46,345:    -1,151      1,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       52.3       20.3       53.5       20.3       94.1       92.9:       5.9        7.1
Old  :     100.0:      20.3       52.3       20.3       53.5       20.3       94.1       92.9:       5.9        7.1
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  :       210:        56         96         98         39         36        154        181:
Old  :       210:        56         96         98         39         36        154        181:
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  :                 32.0       22.6       47.0       33.7       29.4       20.4       40.5       29.0
Old  :                 32.0       22.6       47.0       33.7       29.4       20.4       40.5       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 31, 2020