VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2022
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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 : 307,106: 54,172 101,066 79,129 152,510 96,631 285,811 276,826: 21,295 30,280
Old : 307,106: 54,172 101,066 79,129 152,510 96,631 285,811 276,826: 21,295 30,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -1,782: -9,642 -15,885 1,723 6,578 12,557 -1,341 -1,605: -441 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 32.9 25.8 49.7 31.5 93.1 90.1: 6.9 9.9
Old : 100.0: 17.6 32.9 25.8 49.7 31.5 93.1 90.1: 6.9 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 : 170: 49 67 78 33 39 126 147:
Old : 170: 49 67 78 33 39 126 147:
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 : 37.9 17.6 46.8 28.4 34.6 15.4 40.3 22.9
Old : 37.9 17.6 46.8 28.4 34.6 15.4 40.3 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2022