VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      424,777
COMMITMENTS
  86,972  217,201   85,660  228,433   89,208  401,065  392,069   23,712   32,708

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        562)
   6,540    5,900    1,657   -5,695   -7,078    2,502      479   -1,940       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     51.1     20.2     53.8     21.0     94.4     92.3      5.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      50       89       81       42       38      148      159                  



Updated February 21, 2020