VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 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