VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 396,124: 87,631 152,352 76,786 205,335 138,826 369,752 367,964: 26,372 28,160
Old : 396,124: 87,631 152,352 76,786 205,335 138,826 369,752 367,964: 26,372 28,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2023 :
: -59,207: -14,090 -10,425 -10,438 -29,955 -35,531 -54,483 -56,394: -4,724 -2,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 38.5 19.4 51.8 35.0 93.3 92.9: 6.7 7.1
Old : 100.0: 22.1 38.5 19.4 51.8 35.0 93.3 92.9: 6.7 7.1
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 : 212: 56 82 79 49 43 158 163:
Old : 212: 56 82 79 49 43 158 163:
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 : 28.8 21.9 40.6 32.7 26.5 15.3 35.3 24.1
Old : 28.8 21.9 40.6 32.7 26.5 15.3 35.3 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2023