VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 359,265: 70,938 114,698 90,823 171,136 122,697 332,897 328,218: 26,368 31,047
Old : 359,265: 70,938 114,698 90,823 171,136 122,697 332,897 328,218: 26,368 31,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 4,093: 1,163 754 2,876 -390 2,416 3,649 6,046: 444 -1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 31.9 25.3 47.6 34.2 92.7 91.4: 7.3 8.6
Old : 100.0: 19.7 31.9 25.3 47.6 34.2 92.7 91.4: 7.3 8.6
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 : 214: 63 81 87 51 45 171 166:
Old : 214: 63 81 87 51 45 171 166:
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 : 24.8 20.5 34.2 29.2 21.8 14.5 28.6 22.2
Old : 24.8 20.5 34.2 29.2 21.8 14.5 28.6 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2024