VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      451,311
COMMITMENTS
 139,100  196,586   94,624  189,321  124,543  423,045  415,753   28,266   35,558

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     20,070)
  23,697    3,572   10,543  -18,009   -2,139   16,231   11,976    3,839    8,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     43.6     21.0     41.9     27.6     93.7     92.1      6.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      69       81       92       45       44      164      181                  



Updated March 06, 2020