VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 317,892: 56,668 109,491 76,786 163,595 103,541 297,049 289,818: 20,843 28,074
Old : 317,892: 56,668 109,491 76,786 163,595 103,541 297,049 289,818: 20,843 28,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2022 :
: -15,226: -3,886 -11,860 3,372 -13,495 -5,816 -14,009 -14,304: -1,217 -922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 34.4 24.2 51.5 32.6 93.4 91.2: 6.6 8.8
Old : 100.0: 17.8 34.4 24.2 51.5 32.6 93.4 91.2: 6.6 8.8
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 : 162: 49 55 71 39 42 131 134:
Old : 162: 49 55 71 39 42 131 134:
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 : 29.9 22.6 40.5 34.1 23.3 14.5 30.6 22.2
Old : 29.9 22.6 40.5 34.1 23.3 14.5 30.6 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2022