VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 263,642 COMMITMENTS 38,463 130,666 49,050 155,462 60,702 242,975 240,418 20,667 23,224 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -3,967) 1,866 2,446 4,447 -9,658 -10,448 -3,345 -3,555 -622 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 49.6 18.6 59.0 23.0 92.2 91.2 7.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 41 67 64 34 34 115 129

Updated September 18, 2020