VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   342,508:    46,075    182,723     54,170    222,523     80,487    322,768    317,380:    19,740     25,128
Old  :   342,508:    46,075    182,723     54,170    222,523     80,487    322,768    317,380:    19,740     25,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2021                     :
     :    -6,626:    -5,452      6,698    -12,684     11,979      2,856     -6,157     -3,130:      -469     -3,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       53.3       15.8       65.0       23.5       94.2       92.7:       5.8        7.3
Old  :     100.0:      13.5       53.3       15.8       65.0       23.5       94.2       92.7:       5.8        7.3
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  :       179:        43         85         59         32         34        114        145:
Old  :       179:        43         85         59         32         34        114        145:
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  :                 55.9       19.3       64.4       33.2       53.5       18.1       61.5       30.4
Old  :                 55.9       19.3       64.4       33.2       53.5       18.1       61.5       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 29, 2021