VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 287,434: 43,046 108,942 57,749 163,562 78,778 264,357 245,469: 23,077 41,965
Old : 287,434: 43,046 108,942 57,749 163,562 78,778 264,357 245,469: 23,077 41,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2022 :
: 27,673: 270 7,748 4,886 19,278 959 24,434 13,593: 3,239 14,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 37.9 20.1 56.9 27.4 92.0 85.4: 8.0 14.6
Old : 100.0: 15.0 37.9 20.1 56.9 27.4 92.0 85.4: 8.0 14.6
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 : 153: 43 64 65 34 33 115 126:
Old : 153: 43 64 65 34 33 115 126:
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 : 39.9 21.1 48.8 35.1 34.9 16.4 40.8 25.8
Old : 39.9 21.1 48.8 35.1 34.9 16.4 40.8 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 01, 2022