VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, March 10, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   450,812:   143,471    206,793     82,239    199,499    133,533    425,209    422,565:    25,603     28,247
Old  :   450,812:   143,471    206,793     82,239    199,499    133,533    425,209    422,565:    25,603     28,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :      -499:     4,371     10,207    -12,385     10,178      8,990      2,164      6,812:    -2,663     -7,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       45.9       18.2       44.3       29.6       94.3       93.7:       5.7        6.3
Old  :     100.0:      31.8       45.9       18.2       44.3       29.6       94.3       93.7:       5.7        6.3
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  :       205:        60         82         88         42         38        155        168:
Old  :       205:        60         82         88         42         38        155        168:
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  :                 28.6       27.3       42.2       38.9       25.8       25.3       35.5       34.3
Old  :                 28.6       27.3       42.2       38.9       25.8       25.3       35.5       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 13, 2020