VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      263,642
COMMITMENTS
  38,463  130,666   49,050  155,462   60,702  242,975  240,418   20,667   23,224

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     -3,967)
   1,866    2,446    4,447   -9,658  -10,448   -3,345   -3,555     -622     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     49.6     18.6     59.0     23.0     92.2     91.2      7.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      41       67       64       34       34      115      129                  



Updated September 18, 2020