VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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  :   384,930:    86,408    139,243     92,144    181,651    123,020    360,203    354,407:    24,727     30,523
Old  :   384,930:    86,408    139,243     92,144    181,651    123,020    360,203    354,407:    24,727     30,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :   -55,129:   -23,550        469    -11,754    -20,444    -44,691    -55,748    -55,976:       619        847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       36.2       23.9       47.2       32.0       93.6       92.1:       6.4        7.9
Old  :     100.0:      22.4       36.2       23.9       47.2       32.0       93.6       92.1:       6.4        7.9
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  :       215:        61         87         93         50         42        170        173:
Old  :       215:        61         87         93         50         42        170        173:
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  :                 26.5       18.8       39.0       27.6       24.4       12.2       33.1       20.5
Old  :                 26.5       18.8       39.0       27.6       24.4       12.2       33.1       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 29, 2023