VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 11, 2022 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 308,888: 63,814 116,951 77,406 145,932 84,074 287,152 278,431: 21,736 30,457 Old : 308,888: 63,814 116,951 77,406 145,932 84,074 287,152 278,431: 21,736 30,457 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 4, 2022 : : 7,134: 5,707 -1,610 7,563 -8,360 -799 4,910 5,154: 2,224 1,980 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 37.9 25.1 47.2 27.2 93.0 90.1: 7.0 9.9 Old : 100.0: 20.7 37.9 25.1 47.2 27.2 93.0 90.1: 7.0 9.9 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 : 163: 45 67 75 31 33 118 138: Old : 163: 45 67 75 31 33 118 138: 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 : 40.9 18.8 51.8 32.4 36.1 16.8 45.0 27.6 Old : 40.9 18.8 51.8 32.4 36.1 16.8 45.0 27.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2022