VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 01, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   300,194:    63,520     90,268     77,050    136,696    102,805    277,266    270,123:    22,928     30,071
Old  :   300,194:    63,520     90,268     77,050    136,696    102,805    277,266    270,123:    22,928     30,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2022                     :
     :    -4,695:      -775    -15,769      8,695    -15,110      1,069     -7,190     -6,005:     2,495      1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       30.1       25.7       45.5       34.2       92.4       90.0:       7.6       10.0
Old  :     100.0:      21.2       30.1       25.7       45.5       34.2       92.4       90.0:       7.6       10.0
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  :       161:        49         62         76         34         37        123        139:
Old  :       161:        49         62         76         34         37        123        139:
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  :                 33.9       21.3       45.3       32.9       27.3       15.0       33.6       22.8
Old  :                 33.9       21.3       45.3       32.9       27.3       15.0       33.6       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 04, 2022