VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :   429,251:    84,813    239,668     67,198    257,151     91,094    409,162    397,960:    20,089     31,291
Old  :   429,251:    84,813    239,668     67,198    257,151     91,094    409,162    397,960:    20,089     31,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    23,923:       112      6,448      4,540     20,091     12,166     24,743     23,154:      -820        769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       55.8       15.7       59.9       21.2       95.3       92.7:       4.7        7.3
Old  :     100.0:      19.8       55.8       15.7       59.9       21.2       95.3       92.7:       4.7        7.3
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  :       198:        43         96         76         41         38        136        166:
Old  :       198:        43         96         76         41         38        136        166:
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       26.3       50.9       37.3       33.9       21.3       46.3       31.1
Old  :                 36.4       26.3       50.9       37.3       33.9       21.3       46.3       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 04, 2019