VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 19, 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 : 377,364: 67,646 112,436 102,286 179,887 131,243 349,819 345,965: 27,545 31,399 Old : 377,364: 67,646 112,436 102,286 179,887 131,243 349,819 345,965: 27,545 31,399 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 12, 2024 : : 1,654: -2,422 -6,738 -4,558 10,508 12,491 3,528 1,195: -1,874 459 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 29.8 27.1 47.7 34.8 92.7 91.7: 7.3 8.3 Old : 100.0: 17.9 29.8 27.1 47.7 34.8 92.7 91.7: 7.3 8.3 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: 65 76 93 52 48 177 171: Old : 214: 65 76 93 52 48 177 171: 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 : 25.7 21.6 37.4 31.0 21.3 13.0 29.7 20.2 Old : 25.7 21.6 37.4 31.0 21.3 13.0 29.7 20.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2024