VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :   277,502:    58,799    105,994     58,589    142,296     86,071    259,684    250,654:    17,818     26,848
Old  :   277,502:    58,799    105,994     58,589    142,296     86,071    259,684    250,654:    17,818     26,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2021                    :
     :   -11,668:    -9,595      5,991     -6,291      5,161    -10,817    -10,725    -11,117:      -943       -551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       38.2       21.1       51.3       31.0       93.6       90.3:       6.4        9.7
Old  :     100.0:      21.2       38.2       21.1       51.3       31.0       93.6       90.3:       6.4        9.7
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  :       161:        39         72         68         33         35        109        142:
Old  :       161:        39         72         68         33         35        109        142:
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  :                 40.9       19.2       52.3       32.5       37.2       16.5       44.4       25.8
Old  :                 40.9       19.2       52.3       32.5       37.2       16.5       44.4       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 03, 2022