VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   278,850:    43,485     88,169     54,752    157,959    104,853    256,196    247,774:    22,654     31,076
Old  :   278,850:    43,485     88,169     54,752    157,959    104,853    256,196    247,774:    22,654     31,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2022                         :
     :     3,818:    -7,013     -5,883      6,958      4,161      1,997      4,106      3,072:      -288        746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       31.6       19.6       56.6       37.6       91.9       88.9:       8.1       11.1
Old  :     100.0:      15.6       31.6       19.6       56.6       37.6       91.9       88.9:       8.1       11.1
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  :       158:        42         61         62         38         39        117        132:
Old  :       158:        42         61         62         38         39        117        132:
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  :                 36.0       22.7       48.0       34.6       27.2       12.3       34.5       20.8
Old  :                 36.0       22.7       48.0       34.6       27.2       12.3       34.5       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 03, 2022