VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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  :   361,732:    78,632    127,619     88,413    166,792    113,656    333,837    329,688:    27,895     32,044
Old  :   361,732:    78,632    127,619     88,413    166,792    113,656    333,837    329,688:    27,895     32,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2024                     :
     :    13,935:     8,445      2,892     -1,584      7,211     11,117     14,072     12,425:      -137      1,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       35.3       24.4       46.1       31.4       92.3       91.1:       7.7        8.9
Old  :     100.0:      21.7       35.3       24.4       46.1       31.4       92.3       91.1:       7.7        8.9
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  :       210:        68         77         93         49         43        168        171:
Old  :       210:        68         77         93         49         43        168        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  :                 24.3       20.0       34.1       30.8       20.2       14.4       28.2       22.5
Old  :                 24.3       20.0       34.1       30.8       20.2       14.4       28.2       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 09, 2024