VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 360,969: 83,689 98,371 90,278 161,295 139,045 335,262 327,694: 25,707 33,275
Old : 360,969: 83,689 98,371 90,278 161,295 139,045 335,262 327,694: 25,707 33,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2023 :
: -20,193: -11,141 -30,652 6,481 -16,817 1,466 -21,477 -22,705: 1,284 2,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 27.3 25.0 44.7 38.5 92.9 90.8: 7.1 9.2
Old : 100.0: 23.2 27.3 25.0 44.7 38.5 92.9 90.8: 7.1 9.2
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 : 201: 51 82 101 52 45 169 171:
Old : 201: 51 82 101 52 45 169 171:
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 : 25.0 19.0 36.8 29.3 22.0 12.0 31.2 19.3
Old : 25.0 19.0 36.8 29.3 22.0 12.0 31.2 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2023