VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 27, 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 : 289,519: 48,605 117,020 56,304 166,555 89,674 271,464 262,998: 18,055 26,521 Old : 289,519: 48,605 117,020 56,304 166,555 89,674 271,464 262,998: 18,055 26,521 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2022 : : -41,713: -4,934 -3,699 -15,698 -19,925 -17,310 -40,557 -36,707: -1,156 -5,006 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 40.4 19.4 57.5 31.0 93.8 90.8: 6.2 9.2 Old : 100.0: 16.8 40.4 19.4 57.5 31.0 93.8 90.8: 6.2 9.2 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 : 160: 37 68 63 38 36 116 133: Old : 160: 37 68 63 38 36 116 133: 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 24.2 44.0 39.4 29.6 18.8 37.0 27.5 Old : 33.9 24.2 44.0 39.4 29.6 18.8 37.0 27.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2022