VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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  :   241,702:    54,648     89,680     49,283    118,983     77,438    222,914    216,401:    18,788     25,301
Old  :   241,702:    54,648     89,680     49,283    118,983     77,438    222,914    216,401:    18,788     25,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 12, 2020                         :
     :    10,958:     7,337      2,643      2,236        890      3,618     10,463      8,497:       495      2,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       37.1       20.4       49.2       32.0       92.2       89.5:       7.8       10.5
Old  :     100.0:      22.6       37.1       20.4       49.2       32.0       92.2       89.5:       7.8       10.5
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  :       152:        36         64         61         38         35        113        128:
Old  :       152:        36         64         61         38         35        113        128:
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  :                 31.4       21.1       44.3       32.3       25.7       20.5       36.3       30.2
Old  :                 31.4       21.1       44.3       32.3       25.7       20.5       36.3       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 22, 2020