VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :   355,249:   113,045    179,687     57,408    161,757     89,883    332,210    326,978:    23,039     28,271
Old  :   355,249:   113,045    179,687     57,408    161,757     89,883    332,210    326,978:    23,039     28,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2019                      :
     :   -16,249:    -3,286      6,203     -5,598     -8,608    -14,634    -17,492    -14,029:     1,243     -2,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       50.6       16.2       45.5       25.3       93.5       92.0:       6.5        8.0
Old  :     100.0:      31.8       50.6       16.2       45.5       25.3       93.5       92.0:       6.5        8.0
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  :       192:        53         79         71         39         38        136        153:
Old  :       192:        53         79         71         39         38        136        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  :                 36.7       26.2       48.8       37.7       33.9       22.3       45.3       32.9
Old  :                 36.7       26.2       48.8       37.7       33.9       22.3       45.3       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 06, 2019