VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 09/26/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 384,930 COMMITMENTS 86,408 139,243 92,144 181,651 123,020 360,203 354,407 24,727 30,523 CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -55,129) -23,550 469 -11,754 -20,444 -44,691 -55,748 -55,976 619 847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 36.2 23.9 47.2 32.0 93.6 92.1 6.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 61 87 93 50 42 170 173
Updated September 29, 2023