VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   326,900:    53,609    105,964     68,318    176,081    120,486    298,008    294,768:    28,892     32,132
Old  :   326,900:    53,609    105,964     68,318    176,081    120,486    298,008    294,768:    28,892     32,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2023                     :
     :    25,685:     3,529    -16,923      7,156      5,315     29,530     16,000     19,763:     9,685      5,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       32.4       20.9       53.9       36.9       91.2       90.2:       8.8        9.8
Old  :     100.0:      16.4       32.4       20.9       53.9       36.9       91.2       90.2:       8.8        9.8
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  :       190:        50         75         73         45         44        138        156:
Old  :       190:        50         75         73         45         44        138        156:
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  :                 28.8       18.1       38.4       29.6       26.5       14.5       34.0       24.0
Old  :                 28.8       18.1       38.4       29.6       26.5       14.5       34.0       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 20, 2023