VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, July 28, 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  :   268,574:    53,826    142,737     50,110    145,689     48,839    249,625    241,686:    18,949     26,888
Old  :   268,574:    53,826    142,737     50,110    145,689     48,839    249,625    241,686:    18,949     26,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 21, 2020                        :
     :   -27,439:     1,228     -5,079     -7,335    -20,721    -14,408    -26,828    -26,822:      -611       -617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       53.1       18.7       54.2       18.2       92.9       90.0:       7.1       10.0
Old  :     100.0:      20.0       53.1       18.7       54.2       18.2       92.9       90.0:       7.1       10.0
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  :       157:        34         80         57         32         30        107        127:
Old  :       157:        34         80         57         32         30        107        127:
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  :                 48.4       17.3       60.0       29.9       44.0       15.6       55.0       27.2
Old  :                 48.4       17.3       60.0       29.9       44.0       15.6       55.0       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 31, 2020