VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, September 08, 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  :   267,609:    36,597    128,220     44,603    165,120     71,150    246,320    243,973:    21,289     23,636
Old  :   267,609:    36,597    128,220     44,603    165,120     71,150    246,320    243,973:    21,289     23,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 1, 2020                    :
     :   -33,169:    -9,632    -13,778    -19,924     -3,502      1,049    -33,058    -32,653:      -111       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       47.9       16.7       61.7       26.6       92.0       91.2:       8.0        8.8
Old  :     100.0:      13.7       47.9       16.7       61.7       26.6       92.0       91.2:       8.0        8.8
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  :       159:        39         68         61         34         36        109        135:
Old  :       159:        39         68         61         34         36        109        135:
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  :                 43.5       19.7       55.8       31.7       40.7       18.6       50.9       30.0
Old  :                 43.5       19.7       55.8       31.7       40.7       18.6       50.9       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 11, 2020