VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 341,280: 74,671 113,742 88,392 152,747 109,259 315,810 311,393: 25,470 29,887
Old : 341,280: 74,671 113,742 88,392 152,747 109,259 315,810 311,393: 25,470 29,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2024 :
: -21,190: -1,835 -13,730 -3,883 -14,634 -3,451 -20,352 -21,064: -838 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 33.3 25.9 44.8 32.0 92.5 91.2: 7.5 8.8
Old : 100.0: 21.9 33.3 25.9 44.8 32.0 92.5 91.2: 7.5 8.8
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 : 205: 64 75 93 53 45 175 163:
Old : 205: 64 75 93 53 45 175 163:
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 : 26.6 19.7 36.0 29.5 22.6 14.0 30.1 21.7
Old : 26.6 19.7 36.0 29.5 22.6 14.0 30.1 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2024