VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 20, 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 : 345,341: 45,066 126,864 83,055 195,413 104,571 323,534 314,490: 21,807 30,851 Old : 345,341: 45,066 126,864 83,055 195,413 104,571 323,534 314,490: 21,807 30,851 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 13, 2022 : : -3,331: 2,586 -14,142 10,992 -9,912 4,926 3,666 1,776: -6,997 -5,107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 36.7 24.1 56.6 30.3 93.7 91.1: 6.3 8.9 Old : 100.0: 13.0 36.7 24.1 56.6 30.3 93.7 91.1: 6.3 8.9 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 : 175: 49 66 69 42 43 134 143: Old : 175: 49 66 69 42 43 134 143: 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 : 32.4 21.2 42.6 33.2 29.4 16.1 37.1 24.9 Old : 32.4 21.2 42.6 33.2 29.4 16.1 37.1 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2022