VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 27, 2022
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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 : 331,042: 58,980 141,704 65,974 182,097 91,719 307,051 299,397: 23,991 31,645
Old : 331,042: 58,980 141,704 65,974 182,097 91,719 307,051 299,397: 23,991 31,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: -14,299: 13,914 14,840 -17,081 -13,316 -12,852 -16,483 -15,093: 2,184 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 42.8 19.9 55.0 27.7 92.8 90.4: 7.2 9.6
Old : 100.0: 17.8 42.8 19.9 55.0 27.7 92.8 90.4: 7.2 9.6
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 : 177: 52 63 68 46 41 140 139:
Old : 177: 52 63 68 46 41 140 139:
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 : 29.9 22.4 40.2 35.9 27.0 17.3 33.4 26.4
Old : 29.9 22.4 40.2 35.9 27.0 17.3 33.4 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2022