VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 07, 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 : 356,442: 65,483 127,434 71,954 192,945 130,334 330,382 329,722: 26,060 26,720
Old : 356,442: 65,483 127,434 71,954 192,945 130,334 330,382 329,722: 26,060 26,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2023 :
: 20,121: 7,642 14,297 2,977 7,689 2,406 18,308 19,680: 1,813 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 35.8 20.2 54.1 36.6 92.7 92.5: 7.3 7.5
Old : 100.0: 18.4 35.8 20.2 54.1 36.6 92.7 92.5: 7.3 7.5
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 : 206: 69 68 78 54 45 169 152:
Old : 206: 69 68 78 54 45 169 152:
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 : 26.3 22.5 35.7 33.5 24.3 17.4 31.6 26.9
Old : 26.3 22.5 35.7 33.5 24.3 17.4 31.6 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2023