VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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  :   317,297:    73,154    134,930     65,602    156,285     90,338    295,041    290,870:    22,256     26,427
Old  :   317,297:    73,154    134,930     65,602    156,285     90,338    295,041    290,870:    22,256     26,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 15, 2021                        :
     :   -39,506:    -6,144    -13,115     -8,457    -25,593    -18,914    -40,194    -40,486:       688        980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       42.5       20.7       49.3       28.5       93.0       91.7:       7.0        8.3
Old  :     100.0:      23.1       42.5       20.7       49.3       28.5       93.0       91.7:       7.0        8.3
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  :       161:        37         75         72         28         37        109        146:
Old  :       161:        37         75         72         28         37        109        146:
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  :                 44.8       21.2       55.4       34.8       40.1       16.2       47.0       25.4
Old  :                 44.8       21.2       55.4       34.8       40.1       16.2       47.0       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 25, 2021