VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 278,993: 55,327 103,181 63,217 135,880 77,118 254,424 243,516: 24,569 35,477 Old : 278,993: 55,327 103,181 63,217 135,880 77,118 254,424 243,516: 24,569 35,477 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2022 : : -10,227: -3,473 -5,996 3,002 -13,171 -14,689 -13,642 -17,683: 3,415 7,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 37.0 22.7 48.7 27.6 91.2 87.3: 8.8 12.7 Old : 100.0: 19.8 37.0 22.7 48.7 27.6 91.2 87.3: 8.8 12.7 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 : 159: 47 59 67 36 37 118 134: Old : 159: 47 59 67 36 37 118 134: 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 : 31.1 18.8 39.5 29.3 28.4 14.9 34.3 23.0 Old : 31.1 18.8 39.5 29.3 28.4 14.9 34.3 23.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2022