VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      268,574
COMMITMENTS
  53,826  142,737   50,110  145,689   48,839  249,625  241,686   18,949   26,888

CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST:    -27,439)
   1,228   -5,079   -7,335  -20,721  -14,408  -26,828  -26,822     -611     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     53.1     18.7     54.2     18.2     92.9     90.0      7.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      34       80       57       32       30      107      127                  



Updated July 31, 2020