VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      349,134
COMMITMENTS
  51,527  176,025   66,854  210,544   77,631  328,925  320,510   20,209   28,624

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:     23,981)
   2,008    8,897    9,626    9,864    2,770   21,498   21,293    2,483    2,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     50.4     19.1     60.3     22.2     94.2     91.8      5.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      43       84       66       30       32      114      148                  



Updated January 22, 2021