VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      267,609
COMMITMENTS
  36,597  128,220   44,603  165,120   71,150  246,320  243,973   21,289   23,636

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -33,169)
  -9,632  -13,778  -19,924   -3,502    1,049  -33,058  -32,653     -111     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     47.9     16.7     61.7     26.6     92.0     91.2      8.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      39       68       61       34       36      109      135                  



Updated September 11, 2020