VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 320,340: 46,255 122,195 68,565 183,894 101,551 298,714 292,311: 21,626 28,029 Old : 320,340: 46,255 122,195 68,565 183,894 101,551 298,714 292,311: 21,626 28,029 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 12, 2022 : : 13,106: 7,686 2,273 7,850 -4,512 1,484 11,024 11,607: 2,082 1,499 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 38.1 21.4 57.4 31.7 93.2 91.3: 6.8 8.7 Old : 100.0: 14.4 38.1 21.4 57.4 31.7 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 : 172: 46 66 71 42 41 131 142: Old : 172: 46 66 71 42 41 131 142: 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 : 38.8 18.1 48.1 31.0 34.6 14.9 39.3 24.2 Old : 38.8 18.1 48.1 31.0 34.6 14.9 39.3 24.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2022