VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 291,214: 57,894 112,641 60,726 152,514 90,935 271,134 264,302: 20,080 26,912
Old : 291,214: 57,894 112,641 60,726 152,514 90,935 271,134 264,302: 20,080 26,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2022 :
: 20,057: 2,970 12,117 3,497 15,519 7,220 21,986 22,834: -1,929 -2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 38.7 20.9 52.4 31.2 93.1 90.8: 6.9 9.2
Old : 100.0: 19.9 38.7 20.9 52.4 31.2 93.1 90.8: 6.9 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 : 179: 50 74 73 35 35 132 144:
Old : 179: 50 74 73 35 35 132 144:
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 : 32.9 19.9 42.6 29.6 29.1 17.1 36.4 23.8
Old : 32.9 19.9 42.6 29.6 29.1 17.1 36.4 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 04, 2022