VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 331,232: 53,539 120,719 72,002 186,480 106,984 312,021 299,705: 19,211 31,527
Old : 331,232: 53,539 120,719 72,002 186,480 106,984 312,021 299,705: 19,211 31,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2022 :
: -16,491: -2,791 -18,589 -4,787 -2,403 3,554 -9,981 -19,822: -6,510 3,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 36.4 21.7 56.3 32.3 94.2 90.5: 5.8 9.5
Old : 100.0: 16.2 36.4 21.7 56.3 32.3 94.2 90.5: 5.8 9.5
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 : 172: 41 69 73 44 41 130 144:
Old : 172: 41 69 73 44 41 130 144:
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 : 30.1 20.8 40.8 34.4 26.9 14.6 34.1 22.8
Old : 30.1 20.8 40.8 34.4 26.9 14.6 34.1 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2022