VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 06, 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  :   341,157:    79,320    146,418     65,395    173,563    101,852    318,278    313,665:    22,879     27,492
Old  :   341,157:    79,320    146,418     65,395    173,563    101,852    318,278    313,665:    22,879     27,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 29, 2021                        :
     :    13,222:       126        533      2,329      8,689      8,485     11,144     11,347:     2,078      1,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       42.9       19.2       50.9       29.9       93.3       91.9:       6.7        8.1
Old  :     100.0:      23.3       42.9       19.2       50.9       29.9       93.3       91.9:       6.7        8.1
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  :       180:        49         75         76         37         38        129        153:
Old  :       180:        49         75         76         37         38        129        153:
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  :                 45.0       22.8       54.9       34.7       40.6       17.1       47.2       25.9
Old  :                 45.0       22.8       54.9       34.7       40.6       17.1       47.2       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 09, 2021