VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 27, 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 : 396,124: 87,631 152,352 76,786 205,335 138,826 369,752 367,964: 26,372 28,160 Old : 396,124: 87,631 152,352 76,786 205,335 138,826 369,752 367,964: 26,372 28,160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2023 : : -59,207: -14,090 -10,425 -10,438 -29,955 -35,531 -54,483 -56,394: -4,724 -2,813 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 38.5 19.4 51.8 35.0 93.3 92.9: 6.7 7.1 Old : 100.0: 22.1 38.5 19.4 51.8 35.0 93.3 92.9: 6.7 7.1 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 : 212: 56 82 79 49 43 158 163: Old : 212: 56 82 79 49 43 158 163: 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 21.9 40.6 32.7 26.5 15.3 35.3 24.1 Old : 28.8 21.9 40.6 32.7 26.5 15.3 35.3 24.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2023