VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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  :   412,533:    57,913    172,533     89,393    242,943    118,297    390,249    380,223:    22,284     32,310
Old  :   412,533:    57,913    172,533     89,393    242,943    118,297    390,249    380,223:    22,284     32,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 9, 2021                        :
     :    16,903:     9,324     -6,445     12,973     -8,630      9,033     13,667     15,561:     3,236      1,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       41.8       21.7       58.9       28.7       94.6       92.2:       5.4        7.8
Old  :     100.0:      14.0       41.8       21.7       58.9       28.7       94.6       92.2:       5.4        7.8
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  :       190:        56         75         87         39         38        145        158:
Old  :       190:        56         75         87         39         38        145        158:
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  :                 43.8       21.5       55.1       33.9       39.8       14.9       48.2       25.6
Old  :                 43.8       21.5       55.1       33.9       39.8       14.9       48.2       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 19, 2021