VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 315,941: 62,963 105,140 61,829 163,837 118,066 288,629 285,035: 27,312 30,906
Old : 315,941: 62,963 105,140 61,829 163,837 118,066 288,629 285,035: 27,312 30,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2023 :
: -14,681: 4,160 -3,312 -7,430 -12,134 -5,812 -15,404 -16,554: 723 1,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 33.3 19.6 51.9 37.4 91.4 90.2: 8.6 9.8
Old : 100.0: 19.9 33.3 19.6 51.9 37.4 91.4 90.2: 8.6 9.8
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 : 169: 50 56 70 41 35 136 131:
Old : 169: 50 56 70 41 35 136 131:
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 : 28.7 25.8 40.7 36.4 23.5 17.0 32.2 25.9
Old : 28.7 25.8 40.7 36.4 23.5 17.0 32.2 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2023