VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 289,220: 58,800 109,177 60,215 149,051 91,807 268,066 261,199: 21,154 28,021
Old : 289,220: 58,800 109,177 60,215 149,051 91,807 268,066 261,199: 21,154 28,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2022 :
: -1,994: 906 -3,464 -511 -3,463 872 -3,068 -3,103: 1,074 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 37.7 20.8 51.5 31.7 92.7 90.3: 7.3 9.7
Old : 100.0: 20.3 37.7 20.8 51.5 31.7 92.7 90.3: 7.3 9.7
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 : 166: 49 65 68 37 35 126 135:
Old : 166: 49 65 68 37 35 126 135:
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 : 30.8 21.5 41.6 32.5 27.0 15.7 34.2 22.6
Old : 30.8 21.5 41.6 32.5 27.0 15.7 34.2 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2022