VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      211,930
COMMITMENTS
  50,460   82,687   35,782  106,162   75,756  192,404  194,225   19,526   17,705

CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST:    -41,290)
  -4,543   -5,815   -7,749  -28,883  -24,634  -41,175  -38,198     -115   -3,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     39.0     16.9     50.1     35.7     90.8     91.6      9.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      33       59       60       36       33      107      119                  



Updated April 24, 2020