VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      265,349
COMMITMENTS
  44,152  130,775   38,890  164,285   71,007  247,327  240,672   18,022   24,677

CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST:    -17,462)
   2,506    1,957   -9,034  -11,693  -14,199  -18,221  -21,276      759    3,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     49.3     14.7     61.9     26.8     93.2     90.7      6.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      31       73       56       29       32      103      124                  



Updated November 30, 2020