VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 313,877: 55,183 118,532 68,769 170,006 100,733 293,958 288,034: 19,919 25,843
Old : 313,877: 55,183 118,532 68,769 170,006 100,733 293,958 288,034: 19,919 25,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2022 :
: -9,754: 8,441 6,945 -2,802 -16,354 -10,872 -10,715 -6,729: 961 -3,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 37.8 21.9 54.2 32.1 93.7 91.8: 6.3 8.2
Old : 100.0: 17.6 37.8 21.9 54.2 32.1 93.7 91.8: 6.3 8.2
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 : 165: 35 71 68 42 43 123 142:
Old : 165: 35 71 68 42 43 123 142:
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 : 33.9 18.8 45.2 30.5 29.7 13.4 38.4 20.8
Old : 33.9 18.8 45.2 30.5 29.7 13.4 38.4 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2022