VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      267,685
COMMITMENTS
  38,870  132,421   48,820  159,137   64,105  246,827  245,346   20,858   22,339

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      5,951)
     199    3,993     -258    5,690      958    5,631    4,693      320    1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     49.5     18.2     59.4     23.9     92.2     91.7      7.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      37       66       62       32       32      110      125                  



Updated October 09, 2020