VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 02, 2024 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 335,960: 71,085 116,077 71,791 168,466 118,210 311,342 306,078: 24,618 29,882 Old : 335,960: 71,085 116,077 71,791 168,466 118,210 311,342 306,078: 24,618 29,882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 26, 2023 : : -9,842: 10,780 -379 -4,365 -15,625 -5,478 -9,210 -10,222: -632 380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 34.6 21.4 50.1 35.2 92.7 91.1: 7.3 8.9 Old : 100.0: 21.2 34.6 21.4 50.1 35.2 92.7 91.1: 7.3 8.9 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 : 215: 65 74 90 49 41 174 162: Old : 215: 65 74 90 49 41 174 162: 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 : 26.9 21.4 34.8 31.8 23.4 15.6 30.4 24.1 Old : 26.9 21.4 34.8 31.8 23.4 15.6 30.4 24.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 05, 2024