VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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  :   312,851:    70,377    126,944     59,290    160,745     96,262    290,412    282,496:    22,439     30,355
Old  :   312,851:    70,377    126,944     59,290    160,745     96,262    290,412    282,496:    22,439     30,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 27, 2021                        :
     :    10,533:     3,270      7,782        790      3,086     -1,367      7,146      7,205:     3,387      3,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       40.6       19.0       51.4       30.8       92.8       90.3:       7.2        9.7
Old  :     100.0:      22.5       40.6       19.0       51.4       30.8       92.8       90.3:       7.2        9.7
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  :       153:        37         64         61         32         37        105        132:
Old  :       153:        37         64         61         32         37        105        132:
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  :                 43.5       20.8       54.4       33.2       40.1       16.5       46.8       25.7
Old  :                 43.5       20.8       54.4       33.2       40.1       16.5       46.8       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 6, 2021