VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   452,201:   113,796    255,593     85,557    230,772     79,488    430,125    420,638:    22,076     31,563
Old  :   452,201:   113,796    255,593     85,557    230,772     79,488    430,125    420,638:    22,076     31,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2019                         :
     :    32,859:    12,879     22,494     10,162     10,064      1,272     33,105     33,928:      -246     -1,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       56.5       18.9       51.0       17.6       95.1       93.0:       4.9        7.0
Old  :     100.0:      25.2       56.5       18.9       51.0       17.6       95.1       93.0:       4.9        7.0
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  :       228:        62        107         84         44         33        161        177:
Old  :       228:        62        107         84         44         33        161        177:
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  :                 36.4       24.9       49.5       36.5       33.3       23.1       44.8       30.4
Old  :                 36.4       24.9       49.5       36.5       33.3       23.1       44.8       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 19, 2019