VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/14/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      469,840
COMMITMENTS
  79,372  246,966  103,939  259,158   88,932  442,469  439,837   27,371   30,003

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:     40,142)
   1,449   24,146   11,424   22,243    6,482   35,116   42,052    5,026   -1,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     52.6     22.1     55.2     18.9     94.2     93.6      5.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      52      103       90       40       37      150      182                  



Updated January 17, 2020