VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 311,293: 47,133 86,698 71,873 168,680 120,524 287,686 279,095: 23,607 32,198
Old : 311,293: 47,133 86,698 71,873 168,680 120,524 287,686 279,095: 23,607 32,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2022 :
: -6,990: -20,301 -28,573 9,207 2,678 13,842 -8,416 -5,524: 1,426 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 27.9 23.1 54.2 38.7 92.4 89.7: 7.6 10.3
Old : 100.0: 15.1 27.9 23.1 54.2 38.7 92.4 89.7: 7.6 10.3
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 : 167: 36 71 64 42 45 124 140:
Old : 167: 36 71 64 42 45 124 140:
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 : 33.0 19.9 44.5 31.1 24.3 10.7 31.5 17.6
Old : 33.0 19.9 44.5 31.1 24.3 10.7 31.5 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2022