VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2024
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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 : 335,960: 71,085 116,077 71,791 168,466 118,210 311,342 306,078: 24,618 29,882
Old : 335,960: 71,085 116,077 71,791 168,466 118,210 311,342 306,078: 24,618 29,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2023 :
: -9,842: 10,780 -379 -4,365 -15,625 -5,478 -9,210 -10,222: -632 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 34.6 21.4 50.1 35.2 92.7 91.1: 7.3 8.9
Old : 100.0: 21.2 34.6 21.4 50.1 35.2 92.7 91.1: 7.3 8.9
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 : 215: 65 74 90 49 41 174 162:
Old : 215: 65 74 90 49 41 174 162:
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 : 26.9 21.4 34.8 31.8 23.4 15.6 30.4 24.1
Old : 26.9 21.4 34.8 31.8 23.4 15.6 30.4 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 02, 2024