VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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  :   263,583:    43,432    148,767     32,520    167,283     62,779    243,235    244,066:    20,348     19,517
Old  :   263,583:    43,432    148,767     32,520    167,283     62,779    243,235    244,066:    20,348     19,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 20, 2020                     :
     :   -16,172:     2,890        933     -8,109    -11,839     -8,765    -17,058    -15,941:       886       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       56.4       12.3       63.5       23.8       92.3       92.6:       7.7        7.4
Old  :     100.0:      16.5       56.4       12.3       63.5       23.8       92.3       92.6:       7.7        7.4
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  :       155:        39         69         59         33         29        114        121:
Old  :       155:        39         69         59         33         29        114        121:
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  :                 52.9       21.8       63.6       36.2       50.2       21.7       58.5       35.6
Old  :                 52.9       21.8       63.6       36.2       50.2       21.7       58.5       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 30, 2020