VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 353,533: 95,012 108,991 71,012 160,163 141,450 326,187 321,453: 27,346 32,080
Old : 353,533: 95,012 108,991 71,012 160,163 141,450 326,187 321,453: 27,346 32,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2023 :
: 9,215: 6,512 -1,103 3,558 -3,519 3,826 6,551 6,281: 2,664 2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 30.8 20.1 45.3 40.0 92.3 90.9: 7.7 9.1
Old : 100.0: 26.9 30.8 20.1 45.3 40.0 92.3 90.9: 7.7 9.1
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 : 192: 50 72 84 48 49 152 160:
Old : 192: 50 72 84 48 49 152 160:
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 : 25.8 20.1 38.8 30.3 22.8 12.7 33.2 21.3
Old : 25.8 20.1 38.8 30.3 22.8 12.7 33.2 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2023