VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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  :   428,263:    92,301    209,489     86,288    224,217    100,709    402,806    396,486:    25,457     31,777
Old  :   428,263:    92,301    209,489     86,288    224,217    100,709    402,806    396,486:    25,457     31,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2020                     :
     :    -5,456:     4,231    -17,248     -1,792     -7,751     12,681     -5,312     -6,359:      -144        903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       48.9       20.1       52.4       23.5       94.1       92.6:       5.9        7.4
Old  :     100.0:      21.6       48.9       20.1       52.4       23.5       94.1       92.6:       5.9        7.4
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  :       203:        55         90         97         38         35        153        173:
Old  :       203:        55         90         97         38         35        153        173:
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  :                 30.7       22.9       46.4       35.0       28.0       20.7       38.8       29.2
Old  :                 30.7       22.9       46.4       35.0       28.0       20.7       38.8       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 07, 2020