VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      283,879
COMMITMENTS
  48,752  147,302   43,611  174,804   68,420  267,167  259,333   16,712   24,546

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:     -5,354)
   2,567     -338   -7,687      177    4,611   -4,943   -3,414     -411   -1,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     51.9     15.4     61.6     24.1     94.1     91.4      5.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      39       70       57       31       30      107      127                  



Updated January 04, 2021