VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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  :   388,769:    83,118    147,745     74,520    205,839    137,689    363,477    359,954:    25,292     28,815
Old  :   388,769:    83,118    147,745     74,520    205,839    137,689    363,477    359,954:    25,292     28,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2023                         :
     :   -14,254:    -6,462      3,783    -11,318      6,704     -5,411    -11,076    -12,946:    -3,178     -1,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       38.0       19.2       52.9       35.4       93.5       92.6:       6.5        7.4
Old  :     100.0:      21.4       38.0       19.2       52.9       35.4       93.5       92.6:       6.5        7.4
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  :       202:        62         70         77         51         37        156        150:
Old  :       202:        62         70         77         51         37        156        150:
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  :                 29.5       24.1       40.3       34.3       27.9       18.2       35.4       25.8
Old  :                 29.5       24.1       40.3       34.3       27.9       18.2       35.4       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 26, 2023