VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      280,441
COMMITMENTS
  45,300  136,254   41,110  172,978   77,371  259,388  254,735   21,053   25,706

CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST:     15,092)
   1,148    5,479    2,220    8,693    6,364   12,061   14,063    3,031    1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     48.6     14.7     61.7     27.6     92.5     90.8      7.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      35       66       58       29       31      102      124                  



Updated December 04, 2020