VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 11, 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 : 430,432: 89,914 138,352 127,651 181,667 133,905 399,232 399,908: 31,200 30,524 Old : 430,432: 89,914 138,352 127,651 181,667 133,905 399,232 399,908: 31,200 30,524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 4, 2024 : : 10,043: -5,951 1,212 -90 15,112 9,335 9,071 10,457: 972 -414 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 32.1 29.7 42.2 31.1 92.8 92.9: 7.2 7.1 Old : 100.0: 20.9 32.1 29.7 42.2 31.1 92.8 92.9: 7.2 7.1 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 : 226: 77 72 94 59 45 193 166: Old : 226: 77 72 94 59 45 193 166: 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 : 19.9 20.2 31.2 30.6 16.2 13.8 22.9 21.4 Old : 19.9 20.2 31.2 30.6 16.2 13.8 22.9 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2024