VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2023
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 440,059: 109,958 138,774 103,898 202,095 167,711 415,951 410,383: 24,108 29,676
Old : 440,059: 109,958 138,774 103,898 202,095 167,711 415,951 410,383: 24,108 29,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2023 :
: 21,987: 5,779 -4,747 9,648 9,676 15,391 25,103 20,292: -3,116 1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 31.5 23.6 45.9 38.1 94.5 93.3: 5.5 6.7
Old : 100.0: 25.0 31.5 23.6 45.9 38.1 94.5 93.3: 5.5 6.7
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 : 223: 67 81 97 54 46 182 174:
Old : 223: 67 81 97 54 46 182 174:
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 : 25.8 19.5 38.1 29.3 23.8 14.5 32.7 22.5
Old : 25.8 19.5 38.1 29.3 23.8 14.5 32.7 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2023