VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 455,331: 101,721 162,777 87,224 235,290 174,357 424,235 424,358: 31,096 30,973
Old : 455,331: 101,721 162,777 87,224 235,290 174,357 424,235 424,358: 31,096 30,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2023 :
: 2,162: 5,481 -884 -4,479 882 7,812 1,884 2,449: 278 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 35.7 19.2 51.7 38.3 93.2 93.2: 6.8 6.8
Old : 100.0: 22.3 35.7 19.2 51.7 38.3 93.2 93.2: 6.8 6.8
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 : 213: 63 78 84 49 46 163 165:
Old : 213: 63 78 84 49 46 163 165:
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 : 25.9 20.8 36.4 32.1 24.1 15.0 31.3 24.2
Old : 25.9 20.8 36.4 32.1 24.1 15.0 31.3 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2023