VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 26, 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 : 345,802: 60,305 116,456 76,156 184,091 123,688 320,552 316,300: 25,250 29,502 Old : 345,802: 60,305 116,456 76,156 184,091 123,688 320,552 316,300: 25,250 29,502 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 19, 2023 : : -78,370: -43,705 -17,726 -18,827 -15,304 -40,800 -77,836 -77,353: -534 -1,017 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 33.7 22.0 53.2 35.8 92.7 91.5: 7.3 8.5 Old : 100.0: 17.4 33.7 22.0 53.2 35.8 92.7 91.5: 7.3 8.5 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 : 210: 56 78 84 47 43 164 161: Old : 210: 56 78 84 47 43 164 161: 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 : 27.9 20.5 36.8 31.5 25.0 14.0 32.1 21.0 Old : 27.9 20.5 36.8 31.5 25.0 14.0 32.1 21.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2023