VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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  :   280,441:    45,300    136,254     41,110    172,978     77,371    259,388    254,735:    21,053     25,706
Old  :   280,441:    45,300    136,254     41,110    172,978     77,371    259,388    254,735:    21,053     25,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 24, 2020                    :
     :    15,092:     1,148      5,479      2,220      8,693      6,364     12,061     14,063:     3,031      1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       48.6       14.7       61.7       27.6       92.5       90.8:       7.5        9.2
Old  :     100.0:      16.2       48.6       14.7       61.7       27.6       92.5       90.8:       7.5        9.2
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  :       148:        35         66         58         29         31        102        124:
Old  :       148:        35         66         58         29         31        102        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  :                 53.7       20.9       66.1       34.3       49.2       19.9       59.6       33.0
Old  :                 53.7       20.9       66.1       34.3       49.2       19.9       59.6       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 04, 2020