VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 278,850: 43,485 88,169 54,752 157,959 104,853 256,196 247,774: 22,654 31,076 Old : 278,850: 43,485 88,169 54,752 157,959 104,853 256,196 247,774: 22,654 31,076 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2022 : : 3,818: -7,013 -5,883 6,958 4,161 1,997 4,106 3,072: -288 746 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 31.6 19.6 56.6 37.6 91.9 88.9: 8.1 11.1 Old : 100.0: 15.6 31.6 19.6 56.6 37.6 91.9 88.9: 8.1 11.1 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 : 158: 42 61 62 38 39 117 132: Old : 158: 42 61 62 38 39 117 132: 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 : 36.0 22.7 48.0 34.6 27.2 12.3 34.5 20.8 Old : 36.0 22.7 48.0 34.6 27.2 12.3 34.5 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 03, 2022