VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   265,349:    44,152    130,775     38,890    164,285     71,007    247,327    240,672:    18,022     24,677
Old  :   265,349:    44,152    130,775     38,890    164,285     71,007    247,327    240,672:    18,022     24,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2020                    :
     :   -17,462:     2,506      1,957     -9,034    -11,693    -14,199    -18,221    -21,276:       759      3,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       49.3       14.7       61.9       26.8       93.2       90.7:       6.8        9.3
Old  :     100.0:      16.6       49.3       14.7       61.9       26.8       93.2       90.7:       6.8        9.3
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  :       150:        31         73         56         29         32        103        124:
Old  :       150:        31         73         56         29         32        103        124:
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  :                 54.7       20.6       66.2       34.4       50.5       19.3       60.0       32.5
Old  :                 54.7       20.6       66.2       34.4       50.5       19.3       60.0       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 30, 2020