VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :   322,134:    69,112    130,461     65,495    166,506     97,307    301,113    293,263:    21,021     28,871
Old  :   322,134:    69,112    130,461     65,495    166,506     97,307    301,113    293,263:    21,021     28,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2021                         :
     :   -19,023:   -10,208    -15,957        100     -7,057     -4,545    -17,165    -20,402:    -1,858      1,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       40.5       20.3       51.7       30.2       93.5       91.0:       6.5        9.0
Old  :     100.0:      21.5       40.5       20.3       51.7       30.2       93.5       91.0:       6.5        9.0
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:        41         75         75         37         37        121        150:
Old  :       169:        41         75         75         37         37        121        150:
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  :                 43.3       21.4       53.2       32.9       39.3       17.5       46.1       26.1
Old  :                 43.3       21.4       53.2       32.9       39.3       17.5       46.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 16, 2021