VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 377,364: 67,646 112,436 102,286 179,887 131,243 349,819 345,965: 27,545 31,399
Old : 377,364: 67,646 112,436 102,286 179,887 131,243 349,819 345,965: 27,545 31,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2024 :
: 1,654: -2,422 -6,738 -4,558 10,508 12,491 3,528 1,195: -1,874 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 29.8 27.1 47.7 34.8 92.7 91.7: 7.3 8.3
Old : 100.0: 17.9 29.8 27.1 47.7 34.8 92.7 91.7: 7.3 8.3
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 : 214: 65 76 93 52 48 177 171:
Old : 214: 65 76 93 52 48 177 171:
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 : 25.7 21.6 37.4 31.0 21.3 13.0 29.7 20.2
Old : 25.7 21.6 37.4 31.0 21.3 13.0 29.7 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2024