VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   361,391:    60,834    147,602     85,930    191,937     98,330    338,701    331,862:    22,690     29,529
Old  :   361,391:    60,834    147,602     85,930    191,937     98,330    338,701    331,862:    22,690     29,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 12, 2021                     :
     :    31,486:     7,078     20,277      2,427     20,009      7,819     29,514     30,523:     1,972        963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       40.8       23.8       53.1       27.2       93.7       91.8:       6.3        8.2
Old  :     100.0:      16.8       40.8       23.8       53.1       27.2       93.7       91.8:       6.3        8.2
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  :       189:        59         72         81         37         39        137        157:
Old  :       189:        59         72         81         37         39        137        157:
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  :                 42.8       22.0       51.4       33.4       39.2       22.0       44.5       30.4
Old  :                 42.8       22.0       51.4       33.4       39.2       22.0       44.5       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 22, 2021