VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, August 04, 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
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   277,065:    57,198    144,680     53,836    144,139     52,499    255,173    251,015:    21,892     26,050
Old  :   277,065:    57,198    144,680     53,836    144,139     52,499    255,173    251,015:    21,892     26,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 28, 2020                        :
     :     8,491:     3,372      1,943      3,726     -1,550      3,660      5,548      9,329:     2,943       -838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       52.2       19.4       52.0       18.9       92.1       90.6:       7.9        9.4
Old  :     100.0:      20.6       52.2       19.4       52.0       18.9       92.1       90.6:       7.9        9.4
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  :       151:        32         78         61         28         28        105        125:
Old  :       151:        32         78         61         28         28        105        125:
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  :                 47.6       17.0       58.8       29.6       43.2       15.5       54.1       27.7
Old  :                 47.6       17.0       58.8       29.6       43.2       15.5       54.1       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 07, 2020