VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 17, 2023 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 326,900: 53,609 105,964 68,318 176,081 120,486 298,008 294,768: 28,892 32,132 Old : 326,900: 53,609 105,964 68,318 176,081 120,486 298,008 294,768: 28,892 32,132 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2023 : : 25,685: 3,529 -16,923 7,156 5,315 29,530 16,000 19,763: 9,685 5,922 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 32.4 20.9 53.9 36.9 91.2 90.2: 8.8 9.8 Old : 100.0: 16.4 32.4 20.9 53.9 36.9 91.2 90.2: 8.8 9.8 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 : 190: 50 75 73 45 44 138 156: Old : 190: 50 75 73 45 44 138 156: 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 : 28.8 18.1 38.4 29.6 26.5 14.5 34.0 24.0 Old : 28.8 18.1 38.4 29.6 26.5 14.5 34.0 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2023