VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 257,930: 46,982 96,905 50,484 138,746 83,016 236,212 230,405: 21,718 27,525
Old : 257,930: 46,982 96,905 50,484 138,746 83,016 236,212 230,405: 21,718 27,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2022 :
: -38,112: 4,919 -19,336 -9,598 -30,365 -5,502 -35,044 -34,436: -3,068 -3,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 37.6 19.6 53.8 32.2 91.6 89.3: 8.4 10.7
Old : 100.0: 18.2 37.6 19.6 53.8 32.2 91.6 89.3: 8.4 10.7
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 : 156: 42 61 60 37 38 114 129:
Old : 156: 42 61 60 37 38 114 129:
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 : 34.2 18.2 43.3 31.0 28.4 14.3 35.4 24.6
Old : 34.2 18.2 43.3 31.0 28.4 14.3 35.4 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2022