VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 12, 2023 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 427,229: 97,484 143,800 95,290 203,215 157,491 395,989 396,581: 31,240 30,648 Old : 427,229: 97,484 143,800 95,290 203,215 157,491 395,989 396,581: 31,240 30,648 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 5, 2023 : : 20,518: 5,463 -4,998 11,232 326 12,473 17,021 18,707: 3,497 1,811 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 33.7 22.3 47.6 36.9 92.7 92.8: 7.3 7.2 Old : 100.0: 22.8 33.7 22.3 47.6 36.9 92.7 92.8: 7.3 7.2 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 : 221: 71 76 95 54 45 182 171: Old : 221: 71 76 95 54 45 182 171: 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 : 24.6 17.5 33.7 29.0 21.6 12.4 29.5 20.9 Old : 24.6 17.5 33.7 29.0 21.6 12.4 29.5 20.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2023