VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 2019                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   369,983:    81,190    186,510     80,903    185,487     74,108    347,580    341,521:    22,403     28,462
Old  :   369,983:    81,190    186,510     80,903    185,487     74,108    347,580    341,521:    22,403     28,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2019                         :
     :   -12,582:   -15,760       -136     13,507     -7,908    -26,312    -10,161    -12,941:    -2,421        359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       50.4       21.9       50.1       20.0       93.9       92.3:       6.1        7.7
Old  :     100.0:      21.9       50.4       21.9       50.1       20.0       93.9       92.3:       6.1        7.7
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  :       194:        55         80         82         41         40        149        158:
Old  :       194:        55         80         82         41         40        149        158:
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  :                 32.3       29.2       44.4       39.7       29.3       26.3       38.7       33.5
Old  :                 32.3       29.2       44.4       39.7       29.3       26.3       38.7       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 24, 2019