VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 12, 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 : 375,710: 70,068 119,174 106,844 169,379 118,752 346,291 344,770: 29,419 30,940
Old : 375,710: 70,068 119,174 106,844 169,379 118,752 346,291 344,770: 29,419 30,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2024 :
: 11,212: -1,725 1,426 3,984 9,122 7,523 11,381 12,933: -169 -1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 31.7 28.4 45.1 31.6 92.2 91.8: 7.8 8.2
Old : 100.0: 18.6 31.7 28.4 45.1 31.6 92.2 91.8: 7.8 8.2
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 80 109 50 43 185 178:
Old : 215: 65 80 109 50 43 185 178:
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 : 25.5 19.2 35.1 28.3 21.9 13.6 29.5 20.4
Old : 25.5 19.2 35.1 28.3 21.9 13.6 29.5 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2024