VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 28, 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 : 315,941: 62,963 105,140 61,829 163,837 118,066 288,629 285,035: 27,312 30,906 Old : 315,941: 62,963 105,140 61,829 163,837 118,066 288,629 285,035: 27,312 30,906 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2023 : : -14,681: 4,160 -3,312 -7,430 -12,134 -5,812 -15,404 -16,554: 723 1,873 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 33.3 19.6 51.9 37.4 91.4 90.2: 8.6 9.8 Old : 100.0: 19.9 33.3 19.6 51.9 37.4 91.4 90.2: 8.6 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 : 169: 50 56 70 41 35 136 131: Old : 169: 50 56 70 41 35 136 131: 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 : 28.7 25.8 40.7 36.4 23.5 17.0 32.2 25.9 Old : 28.7 25.8 40.7 36.4 23.5 17.0 32.2 25.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2023