VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 370,601: 76,110 120,012 104,103 164,632 120,910 344,845 345,025: 25,756 25,576
Old : 370,601: 76,110 120,012 104,103 164,632 120,910 344,845 345,025: 25,756 25,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -6,763: 8,464 7,576 1,817 -15,255 -10,333 -4,974 -940: -1,789 -5,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 32.4 28.1 44.4 32.6 93.1 93.1: 6.9 6.9
Old : 100.0: 20.5 32.4 28.1 44.4 32.6 93.1 93.1: 6.9 6.9
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 : 215: 67 80 101 48 41 180 172:
Old : 215: 67 80 101 48 41 180 172:
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 20.7 35.4 31.2 20.7 14.0 27.5 21.4
Old : 25.2 20.7 35.4 31.2 20.7 14.0 27.5 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2024