VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 22, 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 : 259,761: 42,776 101,194 52,863 144,284 77,819 239,923 231,876: 19,838 27,885 Old : 259,761: 42,776 101,194 52,863 144,284 77,819 239,923 231,876: 19,838 27,885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2022 : : -19,232: -12,551 -1,987 -10,354 8,404 701 -14,501 -11,640: -4,731 -7,592 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 39.0 20.4 55.5 30.0 92.4 89.3: 7.6 10.7 Old : 100.0: 16.5 39.0 20.4 55.5 30.0 92.4 89.3: 7.6 10.7 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 : 153: 42 63 64 33 34 112 128: Old : 153: 42 63 64 33 34 112 128: 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 21.2 47.7 33.6 33.3 16.6 40.5 26.6 Old : 37.9 21.2 47.7 33.6 33.3 16.6 40.5 26.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2022