VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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  :   289,519:    48,605    117,020     56,304    166,555     89,674    271,464    262,998:    18,055     26,521
Old  :   289,519:    48,605    117,020     56,304    166,555     89,674    271,464    262,998:    18,055     26,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :   -41,713:    -4,934     -3,699    -15,698    -19,925    -17,310    -40,557    -36,707:    -1,156     -5,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       40.4       19.4       57.5       31.0       93.8       90.8:       6.2        9.2
Old  :     100.0:      16.8       40.4       19.4       57.5       31.0       93.8       90.8:       6.2        9.2
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  :       160:        37         68         63         38         36        116        133:
Old  :       160:        37         68         63         38         36        116        133:
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       24.2       44.0       39.4       29.6       18.8       37.0       27.5
Old  :                 33.9       24.2       44.0       39.4       29.6       18.8       37.0       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 30, 2022