VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 320,512: 57,620 119,349 67,894 171,272 101,598 296,786 288,841: 23,726 31,671 Old : 320,512: 57,620 119,349 67,894 171,272 101,598 296,786 288,841: 23,726 31,671 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2022 : : 14,736: 7,317 -3,179 6,763 -1,616 9,121 12,464 12,705: 2,272 2,031 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 37.2 21.2 53.4 31.7 92.6 90.1: 7.4 9.9 Old : 100.0: 18.0 37.2 21.2 53.4 31.7 92.6 90.1: 7.4 9.9 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 : 164: 43 64 63 41 40 124 133: Old : 164: 43 64 63 41 40 124 133: 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 : 32.7 20.6 42.8 33.7 25.4 13.8 32.3 23.1 Old : 32.7 20.6 42.8 33.7 25.4 13.8 32.3 23.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 06, 2022