VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 28, 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 : 405,069: 82,966 125,710 126,693 165,143 123,745 374,802 376,148: 30,267 28,921
Old : 405,069: 82,966 125,710 126,693 165,143 123,745 374,802 376,148: 30,267 28,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2024 :
: -129,994: -17,198 -25,846 -9,233 -33,283 -23,433 -59,714 -58,512: -70,280 -71,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 31.0 31.3 40.8 30.5 92.5 92.9: 7.5 7.1
Old : 100.0: 20.5 31.0 31.3 40.8 30.5 92.5 92.9: 7.5 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 : 218: 79 68 92 51 45 180 164:
Old : 218: 79 68 92 51 45 180 164:
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 : 23.4 21.9 33.7 32.8 16.1 14.2 22.9 22.7
Old : 23.4 21.9 33.7 32.8 16.1 14.2 22.9 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2024