VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2020                           
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   303,485:    48,840    147,045     67,894    167,092     63,506    283,826    278,445:    19,659     25,040
Old  :   303,485:    48,840    147,045     67,894    167,092     63,506    283,826    278,445:    19,659     25,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    -5,210:       152      1,373     -8,146      4,318      1,789     -3,676     -4,984:    -1,534       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       48.5       22.4       55.1       20.9       93.5       91.7:       6.5        8.3
Old  :     100.0:      16.1       48.5       22.4       55.1       20.9       93.5       91.7:       6.5        8.3
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  :       165:        33         82         71         36         32        120        139:
Old  :       165:        33         82         71         36         32        120        139:
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  :                 45.1       17.6       56.1       31.5       41.4       15.8       50.7       28.4
Old  :                 45.1       17.6       56.1       31.5       41.4       15.8       50.7       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 28, 2020