VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :   402,718:    86,088    211,739     74,914    218,938     87,002    379,940    373,655:    22,778     29,063
Old  :   402,718:    86,088    211,739     74,914    218,938     87,002    379,940    373,655:    22,778     29,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2019                   :
     :    42,434:   -10,596     21,626     11,158     38,979      9,084     39,541     41,868:     2,893        566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       52.6       18.6       54.4       21.6       94.3       92.8:       5.7        7.2
Old  :     100.0:      21.4       52.6       18.6       54.4       21.6       94.3       92.8:       5.7        7.2
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  :       200:        45         96         73         41         41        134        169:
Old  :       200:        45         96         73         41         41        134        169:
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  :                 34.1       26.9       47.6       38.8       31.5       20.9       41.4       30.8
Old  :                 34.1       26.9       47.6       38.8       31.5       20.9       41.4       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 20, 2019