VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  :   279,755:    40,542    147,834     40,629    179,122     71,544    260,293    260,007:    19,462     19,748
Old  :   279,755:    40,542    147,834     40,629    179,122     71,544    260,293    260,007:    19,462     19,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2020                     :
     :      -628:     3,579      8,932     -6,669      3,434        564        344      2,827:      -972     -3,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       52.8       14.5       64.0       25.6       93.0       92.9:       7.0        7.1
Old  :     100.0:      14.5       52.8       14.5       64.0       25.6       93.0       92.9:       7.0        7.1
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         67         64         34         32        114        126:
Old  :       153:        36         67         64         34         32        114        126:
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  :                 49.7       20.6       61.4       34.6       46.8       19.7       56.6       32.8
Old  :                 49.7       20.6       61.4       34.6       46.8       19.7       56.6       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 23, 2020