VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 2023 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 317,316: 48,714 113,445 62,377 181,179 109,828 292,270 285,650: 25,046 31,666 Old : 317,316: 48,714 113,445 62,377 181,179 109,828 292,270 285,650: 25,046 31,666 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2023 : : 6,841: -4,221 -6,408 8,265 2,181 537 6,225 2,394: 616 4,447 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 35.8 19.7 57.1 34.6 92.1 90.0: 7.9 10.0 Old : 100.0: 15.4 35.8 19.7 57.1 34.6 92.1 90.0: 7.9 10.0 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 : 192: 58 71 69 49 42 149 145: Old : 192: 58 71 69 49 42 149 145: 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 : 30.5 19.7 40.6 30.8 28.8 17.7 37.7 27.7 Old : 30.5 19.7 40.6 30.8 28.8 17.7 37.7 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 03, 2023