VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   257,123:    44,726     94,295     50,235    140,039     83,250    235,000    227,780:    22,123     29,343
Old  :   257,123:    44,726     94,295     50,235    140,039     83,250    235,000    227,780:    22,123     29,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2022                        :
     :      -807:    -2,256     -2,610       -249      1,293        234     -1,212     -2,625:       405      1,818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       36.7       19.5       54.5       32.4       91.4       88.6:       8.6       11.4
Old  :     100.0:      17.4       36.7       19.5       54.5       32.4       91.4       88.6:       8.6       11.4
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  :       150:        36         65         63         36         35        114        125:
Old  :       150:        36         65         63         36         35        114        125:
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  :                 37.4       18.7       47.6       31.3       30.5       14.2       38.0       24.8
Old  :                 37.4       18.7       47.6       31.3       30.5       14.2       38.0       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 01, 2022