VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 288,366: 36,332 93,624 62,808 164,842 101,880 263,982 258,312: 24,384 30,054
Old : 288,366: 36,332 93,624 62,808 164,842 101,880 263,982 258,312: 24,384 30,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2022 :
: 9,516: -7,153 5,455 8,056 6,883 -2,973 7,786 10,538: 1,730 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 32.5 21.8 57.2 35.3 91.5 89.6: 8.5 10.4
Old : 100.0: 12.6 32.5 21.8 57.2 35.3 91.5 89.6: 8.5 10.4
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 : 161: 39 67 68 36 39 123 133:
Old : 161: 39 67 68 36 39 123 133:
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 : 36.3 20.3 47.1 31.6 29.9 12.3 36.3 20.2
Old : 36.3 20.3 47.1 31.6 29.9 12.3 36.3 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2022