VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/12/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      230,744
COMMITMENTS
  47,311   87,037   47,047  118,093   73,820  212,451  207,904   18,293   22,840

CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST:     10,289)
  -3,540    7,828    7,454    7,949   -2,369   11,863   12,913   -1,574   -2,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     37.7     20.4     51.2     32.0     92.1     90.1      7.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      35       63       64       37       34      115      124                  



Updated May 15, 2020