VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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  :   302,318:    67,107    119,162     58,500    157,659     97,629    283,266    275,291:    19,052     27,027
Old  :   302,318:    67,107    119,162     58,500    157,659     97,629    283,266    275,291:    19,052     27,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :   -22,386:    -3,642     -2,325    -12,713     -5,042     -5,377    -21,397    -20,415:      -989     -1,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       39.4       19.4       52.2       32.3       93.7       91.1:       6.3        8.9
Old  :     100.0:      22.2       39.4       19.4       52.2       32.3       93.7       91.1:       6.3        8.9
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  :       154:        35         65         57         31         37        103        129:
Old  :       154:        35         65         57         31         37        103        129:
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  :                 45.2       20.8       55.7       34.7       41.7       17.9       49.2       27.8
Old  :                 45.2       20.8       55.7       34.7       41.7       17.9       49.2       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 30, 2021