VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      278,407
COMMITMENTS
  49,360  137,728   56,491  153,548   57,497  259,399  251,716   19,008   26,691

CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST:      6,408)
  -1,168    8,744     -499    7,560   -1,485    5,893    6,760      515     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     49.5     20.3     55.2     20.7     93.2     90.4      6.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      27       76       58       31       31      101      125                  



Updated July 17, 2020