VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 27, 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 : 361,331: 74,471 115,175 97,649 162,356 119,436 334,476 332,260: 26,855 29,071 Old : 361,331: 74,471 115,175 97,649 162,356 119,436 334,476 332,260: 26,855 29,071 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2024 : : 20,051: -200 1,433 9,257 9,609 10,177 18,666 20,867: 1,385 -816 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 31.9 27.0 44.9 33.1 92.6 92.0: 7.4 8.0 Old : 100.0: 20.6 31.9 27.0 44.9 33.1 92.6 92.0: 7.4 8.0 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 : 209: 61 79 101 53 46 182 170: Old : 209: 61 79 101 53 46 182 170: 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 : 25.2 20.3 34.3 29.0 21.1 14.4 28.1 21.4 Old : 25.2 20.3 34.3 29.0 21.1 14.4 28.1 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 01, 2024