VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   308,888:    63,814    116,951     77,406    145,932     84,074    287,152    278,431:    21,736     30,457
Old  :   308,888:    63,814    116,951     77,406    145,932     84,074    287,152    278,431:    21,736     30,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2022                      :
     :     7,134:     5,707     -1,610      7,563     -8,360       -799      4,910      5,154:     2,224      1,980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       37.9       25.1       47.2       27.2       93.0       90.1:       7.0        9.9
Old  :     100.0:      20.7       37.9       25.1       47.2       27.2       93.0       90.1:       7.0        9.9
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  :       163:        45         67         75         31         33        118        138:
Old  :       163:        45         67         75         31         33        118        138:
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       18.8       51.8       32.4       36.1       16.8       45.0       27.6
Old  :                 40.9       18.8       51.8       32.4       36.1       16.8       45.0       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 14, 2022