VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      289,233
COMMITMENTS
  46,185  147,640   51,298  174,627   63,809  272,110  262,747   17,123   26,486

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -14,245)
     708  -11,019   -2,235  -10,840   -1,143  -12,367  -14,397   -1,878      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     51.0     17.7     60.4     22.1     94.1     90.8      5.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      37       74       60       28       29      108      130                  



Updated December 28, 2020