VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2024                         
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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  :   341,280:    74,671    113,742     88,392    152,747    109,259    315,810    311,393:    25,470     29,887
Old  :   341,280:    74,671    113,742     88,392    152,747    109,259    315,810    311,393:    25,470     29,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 13, 2024                    :
     :   -21,190:    -1,835    -13,730     -3,883    -14,634     -3,451    -20,352    -21,064:      -838       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       33.3       25.9       44.8       32.0       92.5       91.2:       7.5        8.8
Old  :     100.0:      21.9       33.3       25.9       44.8       32.0       92.5       91.2:       7.5        8.8
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  :       205:        64         75         93         53         45        175        163:
Old  :       205:        64         75         93         53         45        175        163:
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  :                 26.6       19.7       36.0       29.5       22.6       14.0       30.1       21.7
Old  :                 26.6       19.7       36.0       29.5       22.6       14.0       30.1       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 20, 2024