VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 453,169: 96,240 163,661 91,703 234,408 166,545 422,351 421,909: 30,818 31,260
Old : 453,169: 96,240 163,661 91,703 234,408 166,545 422,351 421,909: 30,818 31,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2023 :
: 35,543: 9,454 19,065 6,081 20,289 12,106 35,824 37,252: -281 -1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 36.1 20.2 51.7 36.8 93.2 93.1: 6.8 6.9
Old : 100.0: 21.2 36.1 20.2 51.7 36.8 93.2 93.1: 6.8 6.9
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 : 217: 75 68 80 55 42 175 155:
Old : 217: 75 68 80 55 42 175 155:
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 : 25.4 20.6 35.3 31.0 23.6 15.0 30.9 23.7
Old : 25.4 20.6 35.3 31.0 23.6 15.0 30.9 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2023