VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      208,494
COMMITMENTS
  46,141   88,770   44,928   99,091   50,141  190,160  183,839   18,334   24,655

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:    -33,208)
  -8,507     -910   -4,355  -19,892  -27,297  -32,754  -32,562     -454     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     42.6     21.5     47.5     24.0     91.2     88.2      8.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      35       57       57       31       33      103      116                  



Updated May 29, 2020