VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :   287,622:    52,641     98,716     68,100    145,900     93,451    266,641    260,267:    20,981     27,355
Old  :   287,622:    52,641     98,716     68,100    145,900     93,451    266,641    260,267:    20,981     27,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2022                     :
     :    -5,982:    -7,246      3,701     -2,584      2,452     -5,931     -7,378     -4,814:     1,396     -1,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       34.3       23.7       50.7       32.5       92.7       90.5:       7.3        9.5
Old  :     100.0:      18.3       34.3       23.7       50.7       32.5       92.7       90.5:       7.3        9.5
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  :       171:        52         65         74         37         40        130        143:
Old  :       171:        52         65         74         37         40        130        143:
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  :                 33.3       19.2       42.9       30.4       28.8       15.5       34.4       23.6
Old  :                 33.3       19.2       42.9       30.4       28.8       15.5       34.4       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 18, 2022