VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      291,763
COMMITMENTS
  56,753  150,606   63,661  151,127   52,099  271,541  266,366   20,222   25,397

CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST:     14,698)
    -445    5,926    9,825    6,988     -400   16,368   15,351   -1,670     -653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     51.6     21.8     51.8     17.9     93.1     91.3      6.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      34       85       73       31       30      117      139                  



Updated August 14, 2020