VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2024
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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 : 355,172: 69,775 113,944 87,947 171,526 120,281 329,248 322,172: 25,924 33,000
Old : 355,172: 69,775 113,944 87,947 171,526 120,281 329,248 322,172: 25,924 33,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: 19,212: -1,310 -2,133 16,156 3,060 2,071 17,906 16,094: 1,306 3,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 32.1 24.8 48.3 33.9 92.7 90.7: 7.3 9.3
Old : 100.0: 19.6 32.1 24.8 48.3 33.9 92.7 90.7: 7.3 9.3
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 : 213: 68 75 91 46 42 171 164:
Old : 213: 68 75 91 46 42 171 164:
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 : 26.3 21.4 35.2 30.7 22.3 14.5 28.5 22.0
Old : 26.3 21.4 35.2 30.7 22.3 14.5 28.5 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2024