VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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  :   250,688:    60,652     91,278     43,551    125,642     92,720    229,845    227,549:    20,843     23,139
Old  :   250,688:    60,652     91,278     43,551    125,642     92,720    229,845    227,549:    20,843     23,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 31, 2020                       :
     :    15,684:    -3,923      8,326      4,606     13,551      3,177     14,234     16,109:     1,450       -425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       36.4       17.4       50.1       37.0       91.7       90.8:       8.3        9.2
Old  :     100.0:      24.2       36.4       17.4       50.1       37.0       91.7       90.8:       8.3        9.2
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  :       142:        40         58         59         37         32        113        118:
Old  :       142:        40         58         59         37         32        113        118:
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  :                 29.6       22.1       41.7       35.9       23.3       19.5       34.2       28.1
Old  :                 29.6       22.1       41.7       35.9       23.3       19.5       34.2       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 10, 2020