VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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  :   255,490:    38,004    128,867     44,963    153,941     61,554    236,908    235,384:    18,582     20,106
Old  :   255,490:    38,004    128,867     44,963    153,941     61,554    236,908    235,384:    18,582     20,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    -8,152:      -459     -1,799     -4,087     -1,521        852     -6,067     -5,034:    -2,085     -3,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       50.4       17.6       60.3       24.1       92.7       92.1:       7.3        7.9
Old  :     100.0:      14.9       50.4       17.6       60.3       24.1       92.7       92.1:       7.3        7.9
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  :       153:        36         70         60         32         33        109        127:
Old  :       153:        36         70         60         32         33        109        127:
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  :                 44.4       23.7       55.9       37.9       42.1       21.5       50.8       34.7
Old  :                 44.4       23.7       55.9       37.9       42.1       21.5       50.8       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 25, 2020