VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 26, 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 : 337,252: 62,466 164,062 61,996 193,124 83,594 317,586 309,652: 19,666 27,600 Old : 337,252: 62,466 164,062 61,996 193,124 83,594 317,586 309,652: 19,666 27,600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 19, 2021 : : -24,139: 1,632 16,460 -23,934 1,187 -14,736 -21,115 -22,210: -3,024 -1,929 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 48.6 18.4 57.3 24.8 94.2 91.8: 5.8 8.2 Old : 100.0: 18.5 48.6 18.4 57.3 24.8 94.2 91.8: 5.8 8.2 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: 43 80 70 33 33 120 144: Old : 175: 43 80 70 33 33 120 144: 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 : 49.8 25.2 58.9 37.3 47.1 25.1 54.0 36.3 Old : 49.8 25.2 58.9 37.3 47.1 25.1 54.0 36.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2021