VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      296,013
COMMITMENTS
  52,598  147,816   57,445  166,410   63,247  276,453  268,508   19,560   27,505

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     17,606)
   3,238   10,088      954   12,862    5,750   17,054   16,792      552      814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     49.9     19.4     56.2     21.4     93.4     90.7      6.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      33       83       68       36       35      118      142                  



Updated July 24, 2020