VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :   360,284:    96,684    190,113     63,756    179,959     77,918    340,399    331,787:    19,885     28,497
Old  :   360,284:    96,684    190,113     63,756    179,959     77,918    340,399    331,787:    19,885     28,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     5,035:   -16,361     10,426      6,348     18,202    -11,965      8,189      4,809:    -3,154        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       52.8       17.7       49.9       21.6       94.5       92.1:       5.5        7.9
Old  :     100.0:      26.8       52.8       17.7       49.9       21.6       94.5       92.1:       5.5        7.9
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  :       188:        46         86         70         39         38        132        154:
Old  :       188:        46         86         70         39         38        132        154:
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  :                 35.8       27.2       49.5       39.1       32.8       22.1       45.1       33.7
Old  :                 35.8       27.2       49.5       39.1       32.8       22.1       45.1       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 13, 2019