VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   353,947:    63,091    157,120     68,107    202,513    102,141    333,711    327,368:    20,236     26,579
Old  :   353,947:    63,091    157,120     68,107    202,513    102,141    333,711    327,368:    20,236     26,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 20, 2021                       :
     :   -30,307:     4,673     -3,805    -14,304    -20,296    -11,559    -29,927    -29,668:      -380       -639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       44.4       19.2       57.2       28.9       94.3       92.5:       5.7        7.5
Old  :     100.0:      17.8       44.4       19.2       57.2       28.9       94.3       92.5:       5.7        7.5
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  :       169:        45         73         72         31         37        117        148:
Old  :       169:        45         73         72         31         37        117        148:
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  :                 43.1       18.8       55.5       33.4       39.6       16.7       49.4       28.7
Old  :                 43.1       18.8       55.5       33.4       39.6       16.7       49.4       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 30, 2021