VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 19, 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 : 440,059: 109,958 138,774 103,898 202,095 167,711 415,951 410,383: 24,108 29,676 Old : 440,059: 109,958 138,774 103,898 202,095 167,711 415,951 410,383: 24,108 29,676 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2023 : : 21,987: 5,779 -4,747 9,648 9,676 15,391 25,103 20,292: -3,116 1,695 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 31.5 23.6 45.9 38.1 94.5 93.3: 5.5 6.7 Old : 100.0: 25.0 31.5 23.6 45.9 38.1 94.5 93.3: 5.5 6.7 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 : 223: 67 81 97 54 46 182 174: Old : 223: 67 81 97 54 46 182 174: 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 : 25.8 19.5 38.1 29.3 23.8 14.5 32.7 22.5 Old : 25.8 19.5 38.1 29.3 23.8 14.5 32.7 22.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2023