VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      297,789
COMMITMENTS
  50,656  150,474   46,830  180,491   73,227  277,977  270,531   19,812   27,258

CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST:     17,348)
   5,356   14,220    5,720    7,513   -4,144   18,589   15,796   -1,241    1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     50.5     15.7     60.6     24.6     93.3     90.8      6.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      41       69       59       31       30      111      127                  



Updated December 11, 2020