VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      402,718
COMMITMENTS
  86,088  211,739   74,914  218,938   87,002  379,940  373,655   22,778   29,063

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     42,434)
 -10,596   21,626   11,158   38,979    9,084   39,541   41,868    2,893      566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     52.6     18.6     54.4     21.6     94.3     92.8      5.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      45       96       73       41       41      134      169                  



Updated September 20, 2019