VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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  :   391,357:    92,811    140,242     81,722    191,051    143,260    365,584    365,224:    25,773     26,133
Old  :   391,357:    92,811    140,242     81,722    191,051    143,260    365,584    365,224:    25,773     26,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :   -23,767:    -1,564      2,939     -8,246    -16,796    -17,960    -26,606    -23,267:     2,839       -500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       35.8       20.9       48.8       36.6       93.4       93.3:       6.6        6.7
Old  :     100.0:      23.7       35.8       20.9       48.8       36.6       93.4       93.3:       6.6        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  :       208:        57         81         86         51         46        165        167:
Old  :       208:        57         81         86         51         46        165        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  :                 27.9       18.2       37.0       29.7       23.8       13.6       32.2       20.6
Old  :                 27.9       18.2       37.0       29.7       23.8       13.6       32.2       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 27, 2023