VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, May 26, 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
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   208,494:    46,141     88,770     44,928     99,091     50,141    190,160    183,839:    18,334     24,655
Old  :   208,494:    46,141     88,770     44,928     99,091     50,141    190,160    183,839:    18,334     24,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 19, 2020                         :
     :   -33,208:    -8,507       -910     -4,355    -19,892    -27,297    -32,754    -32,562:      -454       -646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       42.6       21.5       47.5       24.0       91.2       88.2:       8.8       11.8
Old  :     100.0:      22.1       42.6       21.5       47.5       24.0       91.2       88.2:       8.8       11.8
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  :       140:        35         57         57         31         33        103        116:
Old  :       140:        35         57         57         31         33        103        116:
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  :                 34.6       19.3       49.3       31.7       28.9       19.1       42.8       29.3
Old  :                 34.6       19.3       49.3       31.7       28.9       19.1       42.8       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 29, 2020