VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      263,583
COMMITMENTS
  43,432  148,767   32,520  167,283   62,779  243,235  244,066   20,348   19,517

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:    -16,172)
   2,890      933   -8,109  -11,839   -8,765  -17,058  -15,941      886     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     56.4     12.3     63.5     23.8     92.3     92.6      7.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      39       69       59       33       29      114      121                  



Updated October 30, 2020