VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   337,252:    62,466    164,062     61,996    193,124     83,594    317,586    309,652:    19,666     27,600
Old  :   337,252:    62,466    164,062     61,996    193,124     83,594    317,586    309,652:    19,666     27,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2021                     :
     :   -24,139:     1,632     16,460    -23,934      1,187    -14,736    -21,115    -22,210:    -3,024     -1,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       48.6       18.4       57.3       24.8       94.2       91.8:       5.8        8.2
Old  :     100.0:      18.5       48.6       18.4       57.3       24.8       94.2       91.8:       5.8        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  :       175:        43         80         70         33         33        120        144:
Old  :       175:        43         80         70         33         33        120        144:
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  :                 49.8       25.2       58.9       37.3       47.1       25.1       54.0       36.3
Old  :                 49.8       25.2       58.9       37.3       47.1       25.1       54.0       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 29, 2021