VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 400,082: 102,597 144,763 87,060 184,074 139,811 373,731 371,634: 26,351 28,448
Old : 400,082: 102,597 144,763 87,060 184,074 139,811 373,731 371,634: 26,351 28,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2023 :
: 2,387: 4,258 4,282 -4,826 365 2,494 -203 1,950: 2,590 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 36.2 21.8 46.0 34.9 93.4 92.9: 6.6 7.1
Old : 100.0: 25.6 36.2 21.8 46.0 34.9 93.4 92.9: 6.6 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 : 216: 67 75 85 52 47 170 165:
Old : 216: 67 75 85 52 47 170 165:
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 : 24.9 20.1 36.5 30.6 22.7 15.3 31.5 24.0
Old : 24.9 20.1 36.5 30.6 22.7 15.3 31.5 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 04, 2023