VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, November 26, 2019                                                           
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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  :   504,704:    80,111    290,810    102,188    300,077     79,218    482,376    472,216:    22,328     32,488
Old  :   504,704:    80,111    290,810    102,188    300,077     79,218    482,376    472,216:    22,328     32,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 19, 2019                    :
     :   -44,602:   -14,248    -21,911      3,194    -32,939    -26,342    -43,993    -45,059:      -609        457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       57.6       20.2       59.5       15.7       95.6       93.6:       4.4        6.4
Old  :     100.0:      15.9       57.6       20.2       59.5       15.7       95.6       93.6:       4.4        6.4
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  :       214:        56        104         77         38         32        140        175:
Old  :       214:        56        104         77         38         32        140        175:
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  :                 36.7       20.9       52.0       33.0       34.9       18.9       48.4       27.6
Old  :                 36.7       20.9       52.0       33.0       34.9       18.9       48.4       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 02, 2019