VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 318,283: 67,434 115,271 62,666 166,002 106,682 296,102 284,619: 22,181 33,664
Old : 318,283: 67,434 115,271 62,666 166,002 106,682 296,102 284,619: 22,181 33,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2022 :
: -2,229: 9,814 -4,078 -5,228 -5,270 5,084 -684 -4,222: -1,545 1,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 36.2 19.7 52.2 33.5 93.0 89.4: 7.0 10.6
Old : 100.0: 21.2 36.2 19.7 52.2 33.5 93.0 89.4: 7.0 10.6
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 : 166: 43 66 61 40 42 124 133:
Old : 166: 43 66 61 40 42 124 133:
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 : 29.7 21.3 41.3 32.3 23.5 13.1 32.2 20.6
Old : 29.7 21.3 41.3 32.3 23.5 13.1 32.2 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2022