VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 415,124: 94,375 137,303 89,968 207,847 161,220 392,190 388,491: 22,934 26,633
Old : 415,124: 94,375 137,303 89,968 207,847 161,220 392,190 388,491: 22,934 26,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2023 :
: 40,347: 6,480 16,359 15,099 22,970 11,564 44,549 43,022: -4,202 -2,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 33.1 21.7 50.1 38.8 94.5 93.6: 5.5 6.4
Old : 100.0: 22.7 33.1 21.7 50.1 38.8 94.5 93.6: 5.5 6.4
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 : 221: 64 86 95 56 47 176 180:
Old : 221: 64 86 95 56 47 176 180:
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 : 27.9 18.4 38.0 28.7 24.9 13.6 33.8 22.3
Old : 27.9 18.4 38.0 28.7 24.9 13.6 33.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2023