VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 340,313: 66,211 115,404 87,302 161,495 107,052 315,008 309,758: 25,305 30,555
Old : 340,313: 66,211 115,404 87,302 161,495 107,052 315,008 309,758: 25,305 30,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: -18,952: -4,727 706 -3,521 -9,641 -15,645 -17,889 -18,460: -1,063 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 33.9 25.7 47.5 31.5 92.6 91.0: 7.4 9.0
Old : 100.0: 19.5 33.9 25.7 47.5 31.5 92.6 91.0: 7.4 9.0
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 : 209: 63 79 85 50 43 165 163:
Old : 209: 63 79 85 50 43 165 163:
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 : 24.5 18.8 34.1 28.0 20.6 13.3 27.9 20.8
Old : 24.5 18.8 34.1 28.0 20.6 13.3 27.9 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2024