VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :   379,918:    81,951    198,645     77,198    200,910     74,401    360,059    350,244:    19,859     29,674
Old  :   379,918:    81,951    198,645     77,198    200,910     74,401    360,059    350,244:    19,859     29,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -27,300:     1,385      9,435    -16,015    -12,105    -21,845    -26,735    -28,425:      -565      1,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       52.3       20.3       52.9       19.6       94.8       92.2:       5.2        7.8
Old  :     100.0:      21.6       52.3       20.3       52.9       19.6       94.8       92.2:       5.2        7.8
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  :       193:        51         84         76         39         31        139        153:
Old  :       193:        51         84         76         39         31        139        153:
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  :                 38.6       27.0       53.5       39.6       36.0       24.6       47.8       32.5
Old  :                 38.6       27.0       53.5       39.6       36.0       24.6       47.8       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 28, 2019