VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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  :   265,946:    49,032    100,845     62,254    128,887     72,288    240,173    235,387:    25,773     30,559
Old  :   265,946:    49,032    100,845     62,254    128,887     72,288    240,173    235,387:    25,773     30,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 9, 2020                         :
     :     7,999:    -1,537    -17,177     10,310     -4,969      9,771      3,804      2,904:     4,195      5,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       37.9       23.4       48.5       27.2       90.3       88.5:       9.7       11.5
Old  :     100.0:      18.4       37.9       23.4       48.5       27.2       90.3       88.5:       9.7       11.5
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  :       154:        37         69         61         33         35        111        128:
Old  :       154:        37         69         61         33         35        111        128:
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  :                 35.8       17.4       47.7       29.0       31.2       15.5       41.3       24.9
Old  :                 35.8       17.4       47.7       29.0       31.2       15.5       41.3       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 19, 2020