VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 25, 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 : 414,291: 76,905 137,940 120,920 189,466 125,877 387,291 384,737: 27,000 29,554 Old : 414,291: 76,905 137,940 120,920 189,466 125,877 387,291 384,737: 27,000 29,554 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 18, 2024 : : -43,931: -11,524 82 -19,725 -7,679 -22,662 -38,928 -42,305: -5,003 -1,626 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 33.3 29.2 45.7 30.4 93.5 92.9: 6.5 7.1 Old : 100.0: 18.6 33.3 29.2 45.7 30.4 93.5 92.9: 6.5 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 : 212: 63 73 98 53 46 177 171: Old : 212: 63 73 98 53 46 177 171: 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 : 24.2 21.8 34.9 32.2 18.3 13.2 25.6 21.4 Old : 24.2 21.8 34.9 32.2 18.3 13.2 25.6 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2024