VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 01, 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 : 300,194: 63,520 90,268 77,050 136,696 102,805 277,266 270,123: 22,928 30,071 Old : 300,194: 63,520 90,268 77,050 136,696 102,805 277,266 270,123: 22,928 30,071 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 25, 2022 : : -4,695: -775 -15,769 8,695 -15,110 1,069 -7,190 -6,005: 2,495 1,310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 30.1 25.7 45.5 34.2 92.4 90.0: 7.6 10.0 Old : 100.0: 21.2 30.1 25.7 45.5 34.2 92.4 90.0: 7.6 10.0 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 : 161: 49 62 76 34 37 123 139: Old : 161: 49 62 76 34 37 123 139: 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 21.3 45.3 32.9 27.3 15.0 33.6 22.8 Old : 33.9 21.3 45.3 32.9 27.3 15.0 33.6 22.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 04, 2022