VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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  :   453,332:    80,843    268,791     68,366    282,230     82,487    431,439    419,644:    21,893     33,688
Old  :   453,332:    80,843    268,791     68,366    282,230     82,487    431,439    419,644:    21,893     33,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 22, 2019                     :
     :    16,016:    -4,495     12,217       -170     19,697      1,615     15,032     13,662:       984      2,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       59.3       15.1       62.3       18.2       95.2       92.6:       4.8        7.4
Old  :     100.0:      17.8       59.3       15.1       62.3       18.2       95.2       92.6:       4.8        7.4
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  :       199:        51         94         70         41         32        132        161:
Old  :       199:        51         94         70         41         32        132        161:
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  :                 36.0       25.9       54.3       38.3       33.9       21.0       48.7       31.9
Old  :                 36.0       25.9       54.3       38.3       33.9       21.0       48.7       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 01, 2019