VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      434,583
COMMITMENTS
 121,542  201,029   79,543  207,016  124,972  408,101  405,544   26,482   29,039

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -16,229)
 -21,929   -5,764   -2,696    7,517   -8,561  -17,108  -17,021      879      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     46.3     18.3     47.6     28.8     93.9     93.3      6.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      45       74       70       37       38      127      143                  



Updated March 20, 2020