VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 361,331: 74,471 115,175 97,649 162,356 119,436 334,476 332,260: 26,855 29,071
Old : 361,331: 74,471 115,175 97,649 162,356 119,436 334,476 332,260: 26,855 29,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2024 :
: 20,051: -200 1,433 9,257 9,609 10,177 18,666 20,867: 1,385 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 31.9 27.0 44.9 33.1 92.6 92.0: 7.4 8.0
Old : 100.0: 20.6 31.9 27.0 44.9 33.1 92.6 92.0: 7.4 8.0
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: 61 79 101 53 46 182 170:
Old : 209: 61 79 101 53 46 182 170:
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 : 25.2 20.3 34.3 29.0 21.1 14.4 28.1 21.4
Old : 25.2 20.3 34.3 29.0 21.1 14.4 28.1 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 01, 2024