VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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  :   261,734:    38,671    128,428     49,078    153,447     63,147    241,196    240,653:    20,538     21,081
Old  :   261,734:    38,671    128,428     49,078    153,447     63,147    241,196    240,653:    20,538     21,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :     6,244:       667       -439      4,115       -494      1,593      4,288      5,269:     1,956        975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       49.1       18.8       58.6       24.1       92.2       91.9:       7.8        8.1
Old  :     100.0:      14.8       49.1       18.8       58.6       24.1       92.2       91.9:       7.8        8.1
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         68         60         34         35        109        130:
Old  :       153:        36         68         60         34         35        109        130:
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  :                 43.1       22.4       54.5       36.2       40.8       20.6       49.0       32.6
Old  :                 43.1       22.4       54.5       36.2       40.8       20.6       49.0       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 02, 2020