VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   313,877:    55,183    118,532     68,769    170,006    100,733    293,958    288,034:    19,919     25,843
Old  :   313,877:    55,183    118,532     68,769    170,006    100,733    293,958    288,034:    19,919     25,843
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2022                    :
     :    -9,754:     8,441      6,945     -2,802    -16,354    -10,872    -10,715     -6,729:       961     -3,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       37.8       21.9       54.2       32.1       93.7       91.8:       6.3        8.2
Old  :     100.0:      17.6       37.8       21.9       54.2       32.1       93.7       91.8:       6.3        8.2
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  :       165:        35         71         68         42         43        123        142:
Old  :       165:        35         71         68         42         43        123        142:
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       18.8       45.2       30.5       29.7       13.4       38.4       20.8
Old  :                 33.9       18.8       45.2       30.5       29.7       13.4       38.4       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 28, 2022