VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 289,519: 48,605 117,020 56,304 166,555 89,674 271,464 262,998: 18,055 26,521
Old : 289,519: 48,605 117,020 56,304 166,555 89,674 271,464 262,998: 18,055 26,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2022 :
: -41,713: -4,934 -3,699 -15,698 -19,925 -17,310 -40,557 -36,707: -1,156 -5,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 40.4 19.4 57.5 31.0 93.8 90.8: 6.2 9.2
Old : 100.0: 16.8 40.4 19.4 57.5 31.0 93.8 90.8: 6.2 9.2
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 : 160: 37 68 63 38 36 116 133:
Old : 160: 37 68 63 38 36 116 133:
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 24.2 44.0 39.4 29.6 18.8 37.0 27.5
Old : 33.9 24.2 44.0 39.4 29.6 18.8 37.0 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2022