VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      371,498
COMMITMENTS
 116,331  173,484   63,006  170,365  104,517  349,702  341,007   21,796   30,491

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:    -28,485)
  -9,132  -11,477   -4,791  -14,547  -16,101  -28,470  -32,369      -15    3,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     46.7     17.0     45.9     28.1     94.1     91.8      5.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      48       79       68       37       38      131      149                  



Updated August 30, 2019