VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 306,405: 40,124 123,747 61,340 184,165 94,631 285,629 279,718: 20,776 26,687 Old : 306,405: 40,124 123,747 61,340 184,165 94,631 285,629 279,718: 20,776 26,687 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2022 : : 18,971: -2,922 14,805 3,591 20,603 15,853 21,272 34,249: -2,301 -15,278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 40.4 20.0 60.1 30.9 93.2 91.3: 6.8 8.7 Old : 100.0: 13.1 40.4 20.0 60.1 30.9 93.2 91.3: 6.8 8.7 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 : 168: 48 66 67 41 38 130 134: Old : 168: 48 66 67 41 38 130 134: 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 : 41.2 21.4 50.6 36.2 37.2 16.7 42.2 27.9 Old : 41.2 21.4 50.6 36.2 37.2 16.7 42.2 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 08, 2022