VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 417,626: 86,786 144,596 85,622 214,119 154,439 386,527 384,657: 31,099 32,969
Old : 417,626: 86,786 144,596 85,622 214,119 154,439 386,527 384,657: 31,099 32,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2023 :
: 37,919: 6,304 1,644 8,356 17,492 23,154 32,152 33,154: 5,767 4,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 34.6 20.5 51.3 37.0 92.6 92.1: 7.4 7.9
Old : 100.0: 20.8 34.6 20.5 51.3 37.0 92.6 92.1: 7.4 7.9
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 : 204: 68 63 73 53 41 162 146:
Old : 204: 68 63 73 53 41 162 146:
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 : 26.5 19.5 36.6 29.6 24.6 14.8 31.3 22.8
Old : 26.5 19.5 36.6 29.6 24.6 14.8 31.3 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 09, 2023