VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 338,590: 46,792 144,727 65,228 201,681 100,196 313,701 310,151: 24,889 28,439 Old : 338,590: 46,792 144,727 65,228 201,681 100,196 313,701 310,151: 24,889 28,439 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2022 : : -10,857: 5,449 -2,961 -1,191 -13,936 -7,223 -9,678 -11,375: -1,179 518 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 42.7 19.3 59.6 29.6 92.6 91.6: 7.4 8.4 Old : 100.0: 13.8 42.7 19.3 59.6 29.6 92.6 91.6: 7.4 8.4 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 : 181: 48 68 69 46 43 141 140: Old : 181: 48 68 69 46 43 141 140: 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 : 37.4 20.5 47.5 33.0 34.4 17.8 42.5 27.0 Old : 37.4 20.5 47.5 33.0 34.4 17.8 42.5 27.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 02, 2022