VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 336,321: 57,841 113,137 68,977 185,256 127,928 312,074 310,042: 24,247 26,279
Old : 336,321: 57,841 113,137 68,977 185,256 127,928 312,074 310,042: 24,247 26,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2023 :
: 3,239: 6,608 5,796 -4,499 288 5,368 2,397 6,665: 842 -3,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 33.6 20.5 55.1 38.0 92.8 92.2: 7.2 7.8
Old : 100.0: 17.2 33.6 20.5 55.1 38.0 92.8 92.2: 7.2 7.8
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 : 198: 68 64 77 50 43 160 149:
Old : 198: 68 64 77 50 43 160 149:
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 22.1 36.0 31.8 25.0 16.7 32.1 25.0
Old : 26.9 22.1 36.0 31.8 25.0 16.7 32.1 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 14, 2023