VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 30, 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 : 347,797: 70,187 124,727 89,997 159,581 102,539 319,765 317,263: 28,032 30,534 Old : 347,797: 70,187 124,727 89,997 159,581 102,539 319,765 317,263: 28,032 30,534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2024 : : 7,484: 3,976 9,323 2,695 -1,914 -4,513 4,757 7,505: 2,727 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 35.9 25.9 45.9 29.5 91.9 91.2: 8.1 8.8 Old : 100.0: 20.2 35.9 25.9 45.9 29.5 91.9 91.2: 8.1 8.8 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 : 208: 64 79 89 49 41 165 165: Old : 208: 64 79 89 49 41 165 165: 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 19.2 34.8 27.9 20.7 14.0 28.9 21.7 Old : 24.8 19.2 34.8 27.9 20.7 14.0 28.9 21.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 02, 2024