VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 376,083: 84,803 107,748 86,931 181,894 150,472 353,628 345,151: 22,455 30,932
Old : 376,083: 84,803 107,748 86,931 181,894 150,472 353,628 345,151: 22,455 30,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2023 :
: 15,114: 1,114 9,377 -3,347 20,599 11,427 18,366 17,457: -3,252 -2,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 28.7 23.1 48.4 40.0 94.0 91.8: 6.0 8.2
Old : 100.0: 22.5 28.7 23.1 48.4 40.0 94.0 91.8: 6.0 8.2
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 : 206: 49 86 97 54 44 171 169:
Old : 206: 49 86 97 54 44 171 169:
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 : 24.4 19.5 36.4 30.3 22.5 12.8 31.8 21.2
Old : 24.4 19.5 36.4 30.3 22.5 12.8 31.8 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2023