VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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  :   268,255:    82,266    100,974     37,300    126,475    103,203    246,041    241,477:    22,214     26,778
Old  :   268,255:    82,266    100,974     37,300    126,475    103,203    246,041    241,477:    22,214     26,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 17, 2020                       :
     :  -166,328:   -39,276   -100,055    -42,243    -80,541    -21,769   -162,060   -164,067:    -4,268     -2,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       37.6       13.9       47.1       38.5       91.7       90.0:       8.3       10.0
Old  :     100.0:      30.7       37.6       13.9       47.1       38.5       91.7       90.0:       8.3       10.0
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  :       133:        31         60         51         34         31         97        113:
Old  :       133:        31         60         51         34         31         97        113:
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  :                 37.1       25.3       50.2       37.0       31.4       23.8       43.1       33.4
Old  :                 37.1       25.3       50.2       37.0       31.4       23.8       43.1       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 27, 2020