VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2023 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 341,602: 54,437 110,634 75,425 187,000 125,489 316,862 311,548: 24,740 30,054 Old : 341,602: 54,437 110,634 75,425 187,000 125,489 316,862 311,548: 24,740 30,054 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 7, 2023 : : 24,286: 5,723 -2,811 13,048 5,821 15,661 24,592 25,898: -306 -1,612 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 32.4 22.1 54.7 36.7 92.8 91.2: 7.2 8.8 Old : 100.0: 15.9 32.4 22.1 54.7 36.7 92.8 91.2: 7.2 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 : 201: 62 72 78 51 45 157 157: Old : 201: 62 72 78 51 45 157 157: 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 : 27.4 20.8 38.2 30.5 25.5 15.7 34.3 24.9 Old : 27.4 20.8 38.2 30.5 25.5 15.7 34.3 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 08, 2023