VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      311,412
COMMITMENTS
  39,888  121,824   60,439  190,717   98,638  291,044  280,901   20,368   30,511

CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST:    -18,438)
 -30,300  -10,851  -13,357   24,787    6,381  -18,870  -17,827      432     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     39.1     19.4     61.2     31.7     93.5     90.2      6.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      35       79       70       33       37      113      146                  



Updated November 29, 2021