VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      460,843
COMMITMENTS
  65,536  238,887  114,116  259,661   76,966  439,313  429,969   21,530   30,874

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -4,532)
    -249   -9,926    7,833  -13,069     -688   -5,485   -2,781      953   -1,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     51.8     24.8     56.3     16.7     95.3     93.3      4.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      46      106       89       36       36      145      181                  



Updated December 20, 2019