VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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  :   356,803:    79,298    148,045     74,059    181,878    109,252    335,235    331,356:    21,568     25,447
Old  :   356,803:    79,298    148,045     74,059    181,878    109,252    335,235    331,356:    21,568     25,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 8, 2021                         :
     :     4,287:    -3,383      3,215      1,187      5,704      3,230      3,508      7,632:       779     -3,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       41.5       20.8       51.0       30.6       94.0       92.9:       6.0        7.1
Old  :     100.0:      22.2       41.5       20.8       51.0       30.6       94.0       92.9:       6.0        7.1
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  :       175:        42         79         77         33         41        122        156:
Old  :       175:        42         79         77         33         41        122        156:
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  :                 40.8       19.1       52.9       31.6       36.3       15.3       45.1       24.3
Old  :                 40.8       19.1       52.9       31.6       36.3       15.3       45.1       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 21, 2021