VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 403,023: 89,580 143,962 85,838 199,135 143,100 374,553 372,900: 28,470 30,123
Old : 403,023: 89,580 143,962 85,838 199,135 143,100 374,553 372,900: 28,470 30,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2023 :
: 11,250: 971 -12,494 13,503 -6,391 8,518 8,083 9,527: 3,167 1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 35.7 21.3 49.4 35.5 92.9 92.5: 7.1 7.5
Old : 100.0: 22.2 35.7 21.3 49.4 35.5 92.9 92.5: 7.1 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 : 201: 57 74 84 51 44 160 158:
Old : 201: 57 74 84 51 44 160 158:
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 : 25.7 21.7 36.0 32.5 24.2 17.6 33.3 24.3
Old : 25.7 21.7 36.0 32.5 24.2 17.6 33.3 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2023