VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   281,586:    40,825    107,192     51,063    166,659     92,857    258,547    251,112:    23,039     30,474
Old  :   281,586:    40,825    107,192     51,063    166,659     92,857    258,547    251,112:    23,039     30,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2022                         :
     :    14,653:    -5,147     15,719     -2,026     22,388        992     15,215     14,685:      -562        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       38.1       18.1       59.2       33.0       91.8       89.2:       8.2       10.8
Old  :     100.0:      14.5       38.1       18.1       59.2       33.0       91.8       89.2:       8.2       10.8
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  :       159:        38         68         71         36         36        125        131:
Old  :       159:        38         68         71         36         36        125        131:
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  :                 37.3       18.9       46.6       31.9       32.4       14.1       38.8       24.8
Old  :                 37.3       18.9       46.6       31.9       32.4       14.1       38.8       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 15, 2022