VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 20, 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 : 455,331: 101,721 162,777 87,224 235,290 174,357 424,235 424,358: 31,096 30,973 Old : 455,331: 101,721 162,777 87,224 235,290 174,357 424,235 424,358: 31,096 30,973 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2023 : : 2,162: 5,481 -884 -4,479 882 7,812 1,884 2,449: 278 -287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 35.7 19.2 51.7 38.3 93.2 93.2: 6.8 6.8 Old : 100.0: 22.3 35.7 19.2 51.7 38.3 93.2 93.2: 6.8 6.8 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 : 213: 63 78 84 49 46 163 165: Old : 213: 63 78 84 49 46 163 165: 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 : 25.9 20.8 36.4 32.1 24.1 15.0 31.3 24.2 Old : 25.9 20.8 36.4 32.1 24.1 15.0 31.3 24.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2023