VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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  :   269,026:    41,568    131,042     43,981    163,719     74,185    249,268    249,208:    19,758     19,818
Old  :   269,026:    41,568    131,042     43,981    163,719     74,185    249,268    249,208:    19,758     19,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 3, 2020                     :
     :   -14,329:   -11,651     -7,588     -5,346      3,768       -327    -13,229    -13,261:    -1,100     -1,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       48.7       16.3       60.9       27.6       92.7       92.6:       7.3        7.4
Old  :     100.0:      15.5       48.7       16.3       60.9       27.6       92.7       92.6:       7.3        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:        34         76         59         31         31        105        131:
Old  :       155:        34         76         59         31         31        105        131:
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  :                 51.5       22.0       61.6       33.5       48.1       20.6       57.0       30.6
Old  :                 51.5       22.0       61.6       33.5       48.1       20.6       57.0       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 16, 2020