VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      265,946
COMMITMENTS
  49,032  100,845   62,254  128,887   72,288  240,173  235,387   25,773   30,559

CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST:      7,999)
  -1,537  -17,177   10,310   -4,969    9,771    3,804    2,904    4,195    5,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     37.9     23.4     48.5     27.2     90.3     88.5      9.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      37       69       61       33       35      111      128                  



Updated June 19, 2020