VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 347,723: 56,330 139,308 76,789 188,883 103,430 322,002 319,527: 25,721 28,196 Old : 347,723: 56,330 139,308 76,789 188,883 103,430 322,002 319,527: 25,721 28,196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2022 : : 13,093: 5,466 13,865 8,343 -2,655 -9,630 11,154 12,578: 1,939 515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 40.1 22.1 54.3 29.7 92.6 91.9: 7.4 8.1 Old : 100.0: 16.2 40.1 22.1 54.3 29.7 92.6 91.9: 7.4 8.1 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 : 179: 42 75 74 47 42 134 152: Old : 179: 42 75 74 47 42 134 152: 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 18.7 40.7 30.8 27.1 13.4 35.6 20.5 Old : 29.9 18.7 40.7 30.8 27.1 13.4 35.6 20.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2022