VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2024                            
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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  :   377,364:    67,646    112,436    102,286    179,887    131,243    349,819    345,965:    27,545     31,399
Old  :   377,364:    67,646    112,436    102,286    179,887    131,243    349,819    345,965:    27,545     31,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2024                       :
     :     1,654:    -2,422     -6,738     -4,558     10,508     12,491      3,528      1,195:    -1,874        459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       29.8       27.1       47.7       34.8       92.7       91.7:       7.3        8.3
Old  :     100.0:      17.9       29.8       27.1       47.7       34.8       92.7       91.7:       7.3        8.3
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  :       214:        65         76         93         52         48        177        171:
Old  :       214:        65         76         93         52         48        177        171:
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  :                 25.7       21.6       37.4       31.0       21.3       13.0       29.7       20.2
Old  :                 25.7       21.6       37.4       31.0       21.3       13.0       29.7       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 19, 2024