VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 26, 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 : 384,930: 86,408 139,243 92,144 181,651 123,020 360,203 354,407: 24,727 30,523 Old : 384,930: 86,408 139,243 92,144 181,651 123,020 360,203 354,407: 24,727 30,523 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2023 : : -55,129: -23,550 469 -11,754 -20,444 -44,691 -55,748 -55,976: 619 847 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 36.2 23.9 47.2 32.0 93.6 92.1: 6.4 7.9 Old : 100.0: 22.4 36.2 23.9 47.2 32.0 93.6 92.1: 6.4 7.9 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 : 215: 61 87 93 50 42 170 173: Old : 215: 61 87 93 50 42 170 173: 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 : 26.5 18.8 39.0 27.6 24.4 12.2 33.1 20.5 Old : 26.5 18.8 39.0 27.6 24.4 12.2 33.1 20.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2023