VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 438,936: 109,936 150,225 97,953 207,566 163,048 415,455 411,226: 23,481 27,710
Old : 438,936: 109,936 150,225 97,953 207,566 163,048 415,455 411,226: 23,481 27,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2023 :
: 35,864: 16,057 5,613 11,776 10,284 17,893 38,117 35,282: -2,253 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 34.2 22.3 47.3 37.1 94.7 93.7: 5.3 6.3
Old : 100.0: 25.0 34.2 22.3 47.3 37.1 94.7 93.7: 5.3 6.3
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: 63 84 90 51 42 169 170:
Old : 217: 63 84 90 51 42 169 170:
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 : 25.3 20.9 36.5 32.2 23.0 14.4 33.6 23.6
Old : 25.3 20.9 36.5 32.2 23.0 14.4 33.6 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2023