VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      308,695
COMMITMENTS
  48,688  145,672   76,040  162,774   61,717  287,502  283,429   21,193   25,266

CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST:     16,932)
  -8,065   -4,934   12,379   11,647    9,618   15,961   17,063      971     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     47.2     24.6     52.7     20.0     93.1     91.8      6.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      36       83       75       36       33      122      144                  



Updated August 21, 2020