VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      303,485
COMMITMENTS
  48,840  147,045   67,894  167,092   63,506  283,826  278,445   19,659   25,040

CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST:     -5,210)
     152    1,373   -8,146    4,318    1,789   -3,676   -4,984   -1,534     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     48.5     22.4     55.1     20.9     93.5     91.7      6.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      33       82       71       36       32      120      139                  



Updated August 28, 2020