VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2023                          
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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  :   297,329:    56,713    124,713     53,302    168,326     92,997    278,341    271,012:    18,988     26,317
Old  :   297,329:    56,713    124,713     53,302    168,326     92,997    278,341    271,012:    18,988     26,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2022                    :
     :     7,810:     8,108      7,693     -3,002      1,771      3,323      6,877      8,014:       933       -204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       41.9       17.9       56.6       31.3       93.6       91.1:       6.4        8.9
Old  :     100.0:      19.1       41.9       17.9       56.6       31.3       93.6       91.1:       6.4        8.9
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  :       164:        45         63         61         40         36        119        134:
Old  :       164:        45         63         61         40         36        119        134:
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  :                 32.7       24.4       43.4       39.6       28.9       19.4       36.4       28.2
Old  :                 32.7       24.4       43.4       39.6       28.9       19.4       36.4       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 06, 2023