VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 16, 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 : 359,265: 70,938 114,698 90,823 171,136 122,697 332,897 328,218: 26,368 31,047 Old : 359,265: 70,938 114,698 90,823 171,136 122,697 332,897 328,218: 26,368 31,047 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2024 : : 4,093: 1,163 754 2,876 -390 2,416 3,649 6,046: 444 -1,953 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 31.9 25.3 47.6 34.2 92.7 91.4: 7.3 8.6 Old : 100.0: 19.7 31.9 25.3 47.6 34.2 92.7 91.4: 7.3 8.6 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 : 214: 63 81 87 51 45 171 166: Old : 214: 63 81 87 51 45 171 166: 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 : 24.8 20.5 34.2 29.2 21.8 14.5 28.6 22.2 Old : 24.8 20.5 34.2 29.2 21.8 14.5 28.6 22.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2024