VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, July 07, 2020                                                               
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   271,999:    50,528    128,984     56,990    145,988     58,982    253,506    244,956:    18,493     27,043
Old  :   271,999:    50,528    128,984     56,990    145,988     58,982    253,506    244,956:    18,493     27,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 30, 2020                        :
     :    15,308:     7,074     14,119      1,335      7,993     -3,103     16,402     12,351:    -1,094      2,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       47.4       21.0       53.7       21.7       93.2       90.1:       6.8        9.9
Old  :     100.0:      18.6       47.4       21.0       53.7       21.7       93.2       90.1:       6.8        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        28         71         59         29         30        100        123:
Old  :       143:        28         71         59         29         30        100        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       18.6       60.0       31.3       41.5       17.2       53.9       28.4
Old  :                 45.9       18.6       60.0       31.3       41.5       17.2       53.9       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 10, 2020