VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      280,383
COMMITMENTS
  36,963  138,902   47,298  175,688   70,980  259,949  257,180   20,434   23,203

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     12,698)
  -1,907    6,481   -1,522   16,551    6,875   13,122   11,834     -424      864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     49.5     16.9     62.7     25.3     92.7     91.7      7.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      33       69       65       32       33      110      129                  



Updated October 16, 2020