VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 308,888: 63,814 116,951 77,406 145,932 84,074 287,152 278,431: 21,736 30,457
Old : 308,888: 63,814 116,951 77,406 145,932 84,074 287,152 278,431: 21,736 30,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 7,134: 5,707 -1,610 7,563 -8,360 -799 4,910 5,154: 2,224 1,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 37.9 25.1 47.2 27.2 93.0 90.1: 7.0 9.9
Old : 100.0: 20.7 37.9 25.1 47.2 27.2 93.0 90.1: 7.0 9.9
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 : 163: 45 67 75 31 33 118 138:
Old : 163: 45 67 75 31 33 118 138:
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 : 40.9 18.8 51.8 32.4 36.1 16.8 45.0 27.6
Old : 40.9 18.8 51.8 32.4 36.1 16.8 45.0 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2022