VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 24, 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 : 344,318: 88,500 110,094 67,454 163,682 137,624 319,636 315,172: 24,682 29,146
Old : 344,318: 88,500 110,094 67,454 163,682 137,624 319,636 315,172: 24,682 29,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2023 :
: -31,765: 3,697 2,346 -19,477 -18,212 -12,848 -33,992 -29,979: 2,227 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 32.0 19.6 47.5 40.0 92.8 91.5: 7.2 8.5
Old : 100.0: 25.7 32.0 19.6 47.5 40.0 92.8 91.5: 7.2 8.5
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 : 196: 52 75 87 50 43 158 159:
Old : 196: 52 75 87 50 43 158 159:
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 : 26.8 21.1 38.5 31.2 23.9 13.5 31.7 21.3
Old : 26.8 21.1 38.5 31.2 23.9 13.5 31.7 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2023