VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 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 : 313,877: 55,183 118,532 68,769 170,006 100,733 293,958 288,034: 19,919 25,843 Old : 313,877: 55,183 118,532 68,769 170,006 100,733 293,958 288,034: 19,919 25,843 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2022 : : -9,754: 8,441 6,945 -2,802 -16,354 -10,872 -10,715 -6,729: 961 -3,025 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 37.8 21.9 54.2 32.1 93.7 91.8: 6.3 8.2 Old : 100.0: 17.6 37.8 21.9 54.2 32.1 93.7 91.8: 6.3 8.2 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 : 165: 35 71 68 42 43 123 142: Old : 165: 35 71 68 42 43 123 142: 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 : 33.9 18.8 45.2 30.5 29.7 13.4 38.4 20.8 Old : 33.9 18.8 45.2 30.5 29.7 13.4 38.4 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2022