VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 347,797: 70,187 124,727 89,997 159,581 102,539 319,765 317,263: 28,032 30,534
Old : 347,797: 70,187 124,727 89,997 159,581 102,539 319,765 317,263: 28,032 30,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 7,484: 3,976 9,323 2,695 -1,914 -4,513 4,757 7,505: 2,727 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 35.9 25.9 45.9 29.5 91.9 91.2: 8.1 8.8
Old : 100.0: 20.2 35.9 25.9 45.9 29.5 91.9 91.2: 8.1 8.8
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 : 208: 64 79 89 49 41 165 165:
Old : 208: 64 79 89 49 41 165 165:
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 : 24.8 19.2 34.8 27.9 20.7 14.0 28.9 21.7
Old : 24.8 19.2 34.8 27.9 20.7 14.0 28.9 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2024