VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :   380,320:    84,391    175,573     79,315    191,632     94,712    355,338    349,600:    24,982     30,720
Old  :   380,320:    84,391    175,573     79,315    191,632     94,712    355,338    349,600:    24,982     30,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :    -5,534:    -8,182     -2,510      4,355      1,879     -6,753     -1,948     -4,908:    -3,586       -626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       46.2       20.9       50.4       24.9       93.4       91.9:       6.6        8.1
Old  :     100.0:      22.2       46.2       20.9       50.4       24.9       93.4       91.9:       6.6        8.1
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  :       195:        54         79         84         41         36        150        157:
Old  :       195:        54         79         84         41         36        150        157:
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  :                 35.1       26.7       47.5       38.0       32.0       23.9       42.3       32.2
Old  :                 35.1       26.7       47.5       38.0       32.0       23.9       42.3       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 14, 2019