VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2023                        
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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  :   402,061:   101,854    144,580     89,665    184,112    139,847    375,631    374,092:    26,430     27,969
Old  :   402,061:   101,854    144,580     89,665    184,112    139,847    375,631    374,092:    26,430     27,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :    17,217:       -17      8,923      1,757     13,068      7,372     14,808     18,052:     2,409       -835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       36.0       22.3       45.8       34.8       93.4       93.0:       6.6        7.0
Old  :     100.0:      25.3       36.0       22.3       45.8       34.8       93.4       93.0:       6.6        7.0
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  :       205:        56         79         88         52         44        168        161:
Old  :       205:        56         79         88         52         44        168        161:
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  :                 25.6       19.2       38.1       29.5       23.4       14.2       33.6       22.5
Old  :                 25.6       19.2       38.1       29.5       23.4       14.2       33.6       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 8, 2023