VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 355,008: 72,161 129,247 63,545 190,494 134,103 326,200 326,895: 28,808 28,113 Old : 355,008: 72,161 129,247 63,545 190,494 134,103 326,200 326,895: 28,808 28,113 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 28, 2023 : : 39,067: 9,198 24,107 1,716 26,657 16,037 37,571 41,860: 1,496 -2,793 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 36.4 17.9 53.7 37.8 91.9 92.1: 8.1 7.9 Old : 100.0: 20.3 36.4 17.9 53.7 37.8 91.9 92.1: 8.1 7.9 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 : 193: 57 68 81 48 38 157 148: Old : 193: 57 68 81 48 38 157 148: 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 : 27.9 26.6 39.5 38.1 23.2 18.2 32.6 27.9 Old : 27.9 26.6 39.5 38.1 23.2 18.2 32.6 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 07, 2023