VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 391,654: 79,608 143,369 76,175 210,030 144,440 365,813 363,984: 25,841 27,670 Old : 391,654: 79,608 143,369 76,175 210,030 144,440 365,813 363,984: 25,841 27,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 11, 2023 : : 30,801: 3,588 17,983 5,486 21,424 5,086 30,498 28,555: 303 2,246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 36.6 19.4 53.6 36.9 93.4 92.9: 6.6 7.1 Old : 100.0: 20.3 36.6 19.4 53.6 36.9 93.4 92.9: 6.6 7.1 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 : 212: 67 72 87 55 41 174 158: Old : 212: 67 72 87 55 41 174 158: 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 : 25.5 22.0 35.9 33.3 23.4 18.1 33.2 26.7 Old : 25.5 22.0 35.9 33.3 23.4 18.1 33.2 26.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2023