VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 345,341: 45,066 126,864 83,055 195,413 104,571 323,534 314,490: 21,807 30,851
Old : 345,341: 45,066 126,864 83,055 195,413 104,571 323,534 314,490: 21,807 30,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2022 :
: -3,331: 2,586 -14,142 10,992 -9,912 4,926 3,666 1,776: -6,997 -5,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 36.7 24.1 56.6 30.3 93.7 91.1: 6.3 8.9
Old : 100.0: 13.0 36.7 24.1 56.6 30.3 93.7 91.1: 6.3 8.9
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 : 175: 49 66 69 42 43 134 143:
Old : 175: 49 66 69 42 43 134 143:
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 : 32.4 21.2 42.6 33.2 29.4 16.1 37.1 24.9
Old : 32.4 21.2 42.6 33.2 29.4 16.1 37.1 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2022