VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 360,853: 76,020 125,386 70,689 188,606 139,354 335,315 335,429: 25,538 25,424 Old : 360,853: 76,020 125,386 70,689 188,606 139,354 335,315 335,429: 25,538 25,424 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 4, 2023 : : 5,845: 3,859 -3,861 7,144 -1,888 5,251 9,115 8,534: -3,270 -2,689 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 34.7 19.6 52.3 38.6 92.9 93.0: 7.1 7.0 Old : 100.0: 21.1 34.7 19.6 52.3 38.6 92.9 93.0: 7.1 7.0 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 : 200: 61 65 85 50 42 166 152: Old : 200: 61 65 85 50 42 166 152: 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 : 27.1 25.1 37.3 35.3 22.9 18.0 31.6 26.1 Old : 27.1 25.1 37.3 35.3 22.9 18.0 31.6 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2023