VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 275,032: 50,498 94,052 47,794 153,798 102,856 252,090 244,702: 22,942 30,330
Old : 275,032: 50,498 94,052 47,794 153,798 102,856 252,090 244,702: 22,942 30,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2022 :
: -36,261: 3,365 7,354 -24,079 -14,882 -17,668 -35,596 -34,393: -665 -1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 34.2 17.4 55.9 37.4 91.7 89.0: 8.3 11.0
Old : 100.0: 18.4 34.2 17.4 55.9 37.4 91.7 89.0: 8.3 11.0
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 : 167: 43 67 60 38 41 120 137:
Old : 167: 43 67 60 38 41 120 137:
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 : 35.6 22.0 47.1 33.6 27.6 11.8 35.4 21.1
Old : 35.6 22.0 47.1 33.6 27.6 11.8 35.4 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2022