VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 341,699: 41,377 139,572 66,968 208,085 104,981 316,430 311,521: 25,269 30,178 Old : 341,699: 41,377 139,572 66,968 208,085 104,981 316,430 311,521: 25,269 30,178 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2022 : : 19,095: 1,935 1,292 11,159 5,543 8,410 18,637 20,861: 458 -1,766 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 40.8 19.6 60.9 30.7 92.6 91.2: 7.4 8.8 Old : 100.0: 12.1 40.8 19.6 60.9 30.7 92.6 91.2: 7.4 8.8 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 : 189: 50 75 82 46 44 148 155: Old : 189: 50 75 82 46 44 148 155: 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 : 40.3 21.4 50.3 34.7 37.1 19.8 44.0 28.1 Old : 40.3 21.4 50.3 34.7 37.1 19.8 44.0 28.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2022