VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 388,769: 83,118 147,745 74,520 205,839 137,689 363,477 359,954: 25,292 28,815
Old : 388,769: 83,118 147,745 74,520 205,839 137,689 363,477 359,954: 25,292 28,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2023 :
: -14,254: -6,462 3,783 -11,318 6,704 -5,411 -11,076 -12,946: -3,178 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 38.0 19.2 52.9 35.4 93.5 92.6: 6.5 7.4
Old : 100.0: 21.4 38.0 19.2 52.9 35.4 93.5 92.6: 6.5 7.4
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 : 202: 62 70 77 51 37 156 150:
Old : 202: 62 70 77 51 37 156 150:
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 : 29.5 24.1 40.3 34.3 27.9 18.2 35.4 25.8
Old : 29.5 24.1 40.3 34.3 27.9 18.2 35.4 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2023