VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 330,622: 58,803 108,452 69,259 175,971 123,878 304,033 301,589: 26,589 29,033
Old : 330,622: 58,803 108,452 69,259 175,971 123,878 304,033 301,589: 26,589 29,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2023 :
: -6,124: 1,243 -10,613 6,134 -7,020 7,222 357 2,743: -6,481 -8,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 32.8 20.9 53.2 37.5 92.0 91.2: 8.0 8.8
Old : 100.0: 17.8 32.8 20.9 53.2 37.5 92.0 91.2: 8.0 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 : 176: 50 59 80 46 39 145 144:
Old : 176: 50 59 80 46 39 145 144:
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 : 25.8 24.8 35.9 35.6 19.6 15.1 27.2 24.9
Old : 25.8 24.8 35.9 35.6 19.6 15.1 27.2 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2023