VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   460,843:    65,536    238,887    114,116    259,661     76,966    439,313    429,969:    21,530     30,874
Old  :   460,843:    65,536    238,887    114,116    259,661     76,966    439,313    429,969:    21,530     30,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    -4,532:      -249     -9,926      7,833    -13,069       -688     -5,485     -2,781:       953     -1,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       51.8       24.8       56.3       16.7       95.3       93.3:       4.7        6.7
Old  :     100.0:      14.2       51.8       24.8       56.3       16.7       95.3       93.3:       4.7        6.7
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  :       213:        46        106         89         36         36        145        181:
Old  :       213:        46        106         89         36         36        145        181:
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  :                 31.8       16.0       46.5       28.1       29.8       15.7       41.9       24.4
Old  :                 31.8       16.0       46.5       28.1       29.8       15.7       41.9       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 20, 2019