VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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  :   352,516:    82,681    144,830     72,872    176,174    106,022    331,727    323,724:    20,789     28,792
Old  :   352,516:    82,681    144,830     72,872    176,174    106,022    331,727    323,724:    20,789     28,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 1, 2021                         :
     :    17,533:     4,044      4,411      6,874      6,562      3,405     17,480     14,690:        53      2,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       41.1       20.7       50.0       30.1       94.1       91.8:       5.9        8.2
Old  :     100.0:      23.5       41.1       20.7       50.0       30.1       94.1       91.8:       5.9        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:        46         75         78         33         38        127        151:
Old  :       175:        46         75         78         33         38        127        151:
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  :                 40.4       21.2       53.0       34.1       35.4       16.4       44.3       25.8
Old  :                 40.4       21.2       53.0       34.1       35.4       16.4       44.3       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 11, 2021