VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      237,479
COMMITMENTS
  55,525  108,176   46,158  116,609   57,125  218,292  211,459   19,187   26,020

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:     28,985)
   9,384   19,406    1,230   17,518    6,984   28,132   27,620      853    1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     45.6     19.4     49.1     24.1     91.9     89.0      8.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      39       62       62       32       32      111      122                  



Updated June 05, 2020