VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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  :   403,072:    93,879    144,612     86,177    197,282    145,155    377,338    375,944:    25,734     27,128
Old  :   403,072:    93,879    144,612     86,177    197,282    145,155    377,338    375,944:    25,734     27,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2023                         :
     :    -3,733:      -395     -4,586      3,812     -6,789       -894     -3,372     -1,668:      -361     -2,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       35.9       21.4       48.9       36.0       93.6       93.3:       6.4        6.7
Old  :     100.0:      23.3       35.9       21.4       48.9       36.0       93.6       93.3:       6.4        6.7
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  :       214:        64         78         86         51         46        168        167:
Old  :       214:        64         78         86         51         46        168        167:
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  :                 27.6       20.0       38.6       30.4       25.4       15.0       33.7       23.7
Old  :                 27.6       20.0       38.6       30.4       25.4       15.0       33.7       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 14, 2023