VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 305,776: 50,303 122,528 61,131 172,888 92,477 284,322 276,136: 21,454 29,640 Old : 305,776: 50,303 122,528 61,131 172,888 92,477 284,322 276,136: 21,454 29,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2022 : : -14,564: 4,048 333 -7,434 -11,006 -9,074 -14,392 -16,175: -172 1,611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 40.1 20.0 56.5 30.2 93.0 90.3: 7.0 9.7 Old : 100.0: 16.5 40.1 20.0 56.5 30.2 93.0 90.3: 7.0 9.7 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 : 162: 45 63 62 39 38 123 131: Old : 162: 45 63 62 39 38 123 131: 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 : 35.5 17.5 46.6 29.4 32.6 13.6 39.1 23.0 Old : 35.5 17.5 46.6 29.4 32.6 13.6 39.1 23.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2022