VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 05, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 307,664: 47,549 117,137 73,933 163,652 87,754 285,134 278,824: 22,530 28,840 Old : 307,664: 47,549 117,137 73,933 163,652 87,754 285,134 278,824: 22,530 28,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 28, 2021 : : -3,751: -6,373 -4,144 1,144 3,077 239 -2,152 -2,761: -1,599 -990 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 38.1 24.0 53.2 28.5 92.7 90.6: 7.3 9.4 Old : 100.0: 15.5 38.1 24.0 53.2 28.5 92.7 90.6: 7.3 9.4 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 : 172: 36 76 78 40 41 129 151: Old : 172: 36 76 78 40 41 129 151: 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 : 44.5 17.4 54.0 29.6 40.2 15.9 45.8 24.3 Old : 44.5 17.4 54.0 29.6 40.2 15.9 45.8 24.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 08, 2021