VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   278,993:    55,327    103,181     63,217    135,880     77,118    254,424    243,516:    24,569     35,477
Old  :   278,993:    55,327    103,181     63,217    135,880     77,118    254,424    243,516:    24,569     35,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2022                        :
     :   -10,227:    -3,473     -5,996      3,002    -13,171    -14,689    -13,642    -17,683:     3,415      7,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       37.0       22.7       48.7       27.6       91.2       87.3:       8.8       12.7
Old  :     100.0:      19.8       37.0       22.7       48.7       27.6       91.2       87.3:       8.8       12.7
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  :       159:        47         59         67         36         37        118        134:
Old  :       159:        47         59         67         36         37        118        134:
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  :                 31.1       18.8       39.5       29.3       28.4       14.9       34.3       23.0
Old  :                 31.1       18.8       39.5       29.3       28.4       14.9       34.3       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 18, 2022