VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 344,318 COMMITMENTS 88,500 110,094 67,454 163,682 137,624 319,636 315,172 24,682 29,146 CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -31,765) 3,697 2,346 -19,477 -18,212 -12,848 -33,992 -29,979 2,227 -1,786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 32.0 19.6 47.5 40.0 92.8 91.5 7.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 52 75 87 50 43 158 159
Updated October 27, 2023