VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 374,777: 87,895 120,944 74,869 184,877 149,656 347,641 345,469: 27,136 29,308
Old : 374,777: 87,895 120,944 74,869 184,877 149,656 347,641 345,469: 27,136 29,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2023 :
: 21,244: -7,117 11,953 3,857 24,714 8,206 21,454 24,016: -210 -2,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 32.3 20.0 49.3 39.9 92.8 92.2: 7.2 7.8
Old : 100.0: 23.5 32.3 20.0 49.3 39.9 92.8 92.2: 7.2 7.8
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 : 203: 57 76 88 55 45 164 165:
Old : 203: 57 76 88 55 45 164 165:
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 : 29.4 18.7 40.3 29.1 26.6 13.8 36.1 21.8
Old : 29.4 18.7 40.3 29.1 26.6 13.8 36.1 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2023