VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 379,707: 80,482 142,952 77,266 196,627 131,285 354,375 351,503: 25,332 28,204
Old : 379,707: 80,482 142,952 77,266 196,627 131,285 354,375 351,503: 25,332 28,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2023 :
: -9,062: -2,636 -4,793 2,746 -9,212 -6,404 -9,102 -8,451: 40 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 37.6 20.3 51.8 34.6 93.3 92.6: 6.7 7.4
Old : 100.0: 21.2 37.6 20.3 51.8 34.6 93.3 92.6: 6.7 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 : 197: 57 69 74 52 41 153 150:
Old : 197: 57 69 74 52 41 153 150:
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 : 29.2 20.9 39.2 31.2 27.4 16.7 34.7 24.0
Old : 29.2 20.9 39.2 31.2 27.4 16.7 34.7 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 02, 2023