VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 15, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 263,642: 38,463 130,666 49,050 155,462 60,702 242,975 240,418: 20,667 23,224 Old : 263,642: 38,463 130,666 49,050 155,462 60,702 242,975 240,418: 20,667 23,224 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2020 : : -3,967: 1,866 2,446 4,447 -9,658 -10,448 -3,345 -3,555: -622 -412 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 49.6 18.6 59.0 23.0 92.2 91.2: 7.8 8.8 Old : 100.0: 14.6 49.6 18.6 59.0 23.0 92.2 91.2: 7.8 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 155: 41 67 64 34 34 115 129: Old : 155: 41 67 64 34 34 115 129: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 25.9 55.9 38.8 40.9 24.2 49.2 36.3 Old : 43.5 25.9 55.9 38.8 40.9 24.2 49.2 36.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

Updated September 18, 2020