VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 14, 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 : 415,124: 94,375 137,303 89,968 207,847 161,220 392,190 388,491: 22,934 26,633 Old : 415,124: 94,375 137,303 89,968 207,847 161,220 392,190 388,491: 22,934 26,633 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 7, 2023 : : 40,347: 6,480 16,359 15,099 22,970 11,564 44,549 43,022: -4,202 -2,675 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 33.1 21.7 50.1 38.8 94.5 93.6: 5.5 6.4 Old : 100.0: 22.7 33.1 21.7 50.1 38.8 94.5 93.6: 5.5 6.4 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 : 221: 64 86 95 56 47 176 180: Old : 221: 64 86 95 56 47 176 180: 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 : 27.9 18.4 38.0 28.7 24.9 13.6 33.8 22.3 Old : 27.9 18.4 38.0 28.7 24.9 13.6 33.8 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2023