VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, September 15, 2020                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   263,642:    38,463    130,666     49,050    155,462     60,702    242,975    240,418:    20,667     23,224
Old  :   263,642:    38,463    130,666     49,050    155,462     60,702    242,975    240,418:    20,667     23,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 8, 2020                    :
     :    -3,967:     1,866      2,446      4,447     -9,658    -10,448     -3,345     -3,555:      -622       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       49.6       18.6       59.0       23.0       92.2       91.2:       7.8        8.8
Old  :     100.0:      14.6       49.6       18.6       59.0       23.0       92.2       91.2:       7.8        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  :       155:        41         67         64         34         34        115        129:
Old  :       155:        41         67         64         34         34        115        129:
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       25.9       55.9       38.8       40.9       24.2       49.2       36.3
Old  :                 43.5       25.9       55.9       38.8       40.9       24.2       49.2       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 18, 2020