VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2022                          
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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  :   304,889:    64,295    106,037     68,355    151,806    101,736    284,456    276,128:    20,433     28,761
Old  :   304,889:    64,295    106,037     68,355    151,806    101,736    284,456    276,128:    20,433     28,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2022                     :
     :    -2,217:    10,123      4,971    -10,774       -704      5,105     -1,355       -698:      -862     -1,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       34.8       22.4       49.8       33.4       93.3       90.6:       6.7        9.4
Old  :     100.0:      21.1       34.8       22.4       49.8       33.4       93.3       90.6:       6.7        9.4
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  :       189:        56         81         79         36         36        139        152:
Old  :       189:        56         81         79         36         36        139        152:
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  :                 34.8       20.7       46.3       30.9       27.9       13.0       35.0       21.1
Old  :                 34.8       20.7       46.3       30.9       27.9       13.0       35.0       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 28, 2022