VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 348,672: 42,480 141,006 72,063 205,325 99,645 319,868 312,714: 28,804 35,958
Old : 348,672: 42,480 141,006 72,063 205,325 99,645 319,868 312,714: 28,804 35,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2022 :
: 22,196: -724 9,068 6,893 10,673 204 16,842 16,165: 5,354 6,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 40.4 20.7 58.9 28.6 91.7 89.7: 8.3 10.3
Old : 100.0: 12.2 40.4 20.7 58.9 28.6 91.7 89.7: 8.3 10.3
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 : 175: 42 76 68 44 39 134 141:
Old : 175: 42 76 68 44 39 134 141:
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 : 35.1 21.4 45.0 33.4 32.4 17.6 39.9 26.0
Old : 35.1 21.4 45.0 33.4 32.4 17.6 39.9 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2022