VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 257,123: 44,726 94,295 50,235 140,039 83,250 235,000 227,780: 22,123 29,343
Old : 257,123: 44,726 94,295 50,235 140,039 83,250 235,000 227,780: 22,123 29,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2022 :
: -807: -2,256 -2,610 -249 1,293 234 -1,212 -2,625: 405 1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 36.7 19.5 54.5 32.4 91.4 88.6: 8.6 11.4
Old : 100.0: 17.4 36.7 19.5 54.5 32.4 91.4 88.6: 8.6 11.4
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 : 150: 36 65 63 36 35 114 125:
Old : 150: 36 65 63 36 35 114 125:
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 : 37.4 18.7 47.6 31.3 30.5 14.2 38.0 24.8
Old : 37.4 18.7 47.6 31.3 30.5 14.2 38.0 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 01, 2022