VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2021                         
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     :   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  :   318,219:    38,683    155,193     55,652    204,011     78,376    298,346    289,221:    19,873     28,998
Old  :   318,219:    38,683    155,193     55,652    204,011     78,376    298,346    289,221:    19,873     28,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :   -24,289:    -7,392    -27,530      1,482    -18,512     -2,111    -24,422    -28,159:       133      3,870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       48.8       17.5       64.1       24.6       93.8       90.9:       6.2        9.1
Old  :     100.0:      12.2       48.8       17.5       64.1       24.6       93.8       90.9:       6.2        9.1
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  :       166:        35         80         66         31         39        112        145:
Old  :       166:        35         80         66         31         39        112        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  :                 53.9       18.9       62.3       30.1       51.4       15.8       59.5       26.9
Old  :                 53.9       18.9       62.3       30.1       51.4       15.8       59.5       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 05, 2021