VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/01/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      300,778
COMMITMENTS
  46,229  141,998   64,527  168,622   70,101  279,378  276,626   21,400   24,152

CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST:     -2,707)
  -2,611   -5,047   -3,367    1,530    6,595   -4,448   -1,819    1,741     -888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     47.2     21.5     56.1     23.3     92.9     92.0      7.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      38       75       68       33       35      115      141                  



Updated September 04, 2020