VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 20, 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 : 341,280: 74,671 113,742 88,392 152,747 109,259 315,810 311,393: 25,470 29,887 Old : 341,280: 74,671 113,742 88,392 152,747 109,259 315,810 311,393: 25,470 29,887 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 13, 2024 : : -21,190: -1,835 -13,730 -3,883 -14,634 -3,451 -20,352 -21,064: -838 -126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 33.3 25.9 44.8 32.0 92.5 91.2: 7.5 8.8 Old : 100.0: 21.9 33.3 25.9 44.8 32.0 92.5 91.2: 7.5 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 : 205: 64 75 93 53 45 175 163: Old : 205: 64 75 93 53 45 175 163: 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 : 26.6 19.7 36.0 29.5 22.6 14.0 30.1 21.7 Old : 26.6 19.7 36.0 29.5 22.6 14.0 30.1 21.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2024