VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 2023
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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 : 384,930: 86,408 139,243 92,144 181,651 123,020 360,203 354,407: 24,727 30,523
Old : 384,930: 86,408 139,243 92,144 181,651 123,020 360,203 354,407: 24,727 30,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2023 :
: -55,129: -23,550 469 -11,754 -20,444 -44,691 -55,748 -55,976: 619 847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 36.2 23.9 47.2 32.0 93.6 92.1: 6.4 7.9
Old : 100.0: 22.4 36.2 23.9 47.2 32.0 93.6 92.1: 6.4 7.9
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: 61 87 93 50 42 170 173:
Old : 215: 61 87 93 50 42 170 173:
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 : 26.5 18.8 39.0 27.6 24.4 12.2 33.1 20.5
Old : 26.5 18.8 39.0 27.6 24.4 12.2 33.1 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2023