VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      302,318
COMMITMENTS
  67,107  119,162   58,500  157,659   97,629  283,266  275,291   19,052   27,027

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:    -22,386)
  -3,642   -2,325  -12,713   -5,042   -5,377  -21,397  -20,415     -989   -1,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     39.4     19.4     52.2     32.3     93.7     91.1      6.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      35       65       57       31       37      103      129                  



Updated July 30, 2021