VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 18, 2022 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 307,106: 54,172 101,066 79,129 152,510 96,631 285,811 276,826: 21,295 30,280 Old : 307,106: 54,172 101,066 79,129 152,510 96,631 285,811 276,826: 21,295 30,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 11, 2022 : : -1,782: -9,642 -15,885 1,723 6,578 12,557 -1,341 -1,605: -441 -177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 32.9 25.8 49.7 31.5 93.1 90.1: 6.9 9.9 Old : 100.0: 17.6 32.9 25.8 49.7 31.5 93.1 90.1: 6.9 9.9 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 : 170: 49 67 78 33 39 126 147: Old : 170: 49 67 78 33 39 126 147: 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 : 37.9 17.6 46.8 28.4 34.6 15.4 40.3 22.9 Old : 37.9 17.6 46.8 28.4 34.6 15.4 40.3 22.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2022