VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 391,357: 92,811 140,242 81,722 191,051 143,260 365,584 365,224: 25,773 26,133
Old : 391,357: 92,811 140,242 81,722 191,051 143,260 365,584 365,224: 25,773 26,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: -23,767: -1,564 2,939 -8,246 -16,796 -17,960 -26,606 -23,267: 2,839 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 35.8 20.9 48.8 36.6 93.4 93.3: 6.6 6.7
Old : 100.0: 23.7 35.8 20.9 48.8 36.6 93.4 93.3: 6.6 6.7
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 : 208: 57 81 86 51 46 165 167:
Old : 208: 57 81 86 51 46 165 167:
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 18.2 37.0 29.7 23.8 13.6 32.2 20.6
Old : 27.9 18.2 37.0 29.7 23.8 13.6 32.2 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2023