VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      235,004
COMMITMENTS
  64,575   82,952   38,945  112,091   89,543  215,611  211,440   19,393   23,564

CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST:    -33,251)
 -17,691  -18,022    1,645  -14,384  -13,660  -30,430  -30,037   -2,821   -3,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     35.3     16.6     47.7     38.1     91.7     90.0      8.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      34       49       44       32       29       95       97                  



Updated April 03, 2020