VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 16, 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 : 329,850: 70,188 132,675 73,796 165,930 92,257 309,914 298,728: 19,936 31,122 Old : 329,850: 70,188 132,675 73,796 165,930 92,257 309,914 298,728: 19,936 31,122 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 9, 2021 : : -18,703: -8,287 -25,721 6,566 -13,884 488 -15,605 -18,667: -3,098 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 40.2 22.4 50.3 28.0 94.0 90.6: 6.0 9.4 Old : 100.0: 21.3 40.2 22.4 50.3 28.0 94.0 90.6: 6.0 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 : 174: 40 83 73 35 35 120 150: Old : 174: 40 83 73 35 35 120 150: 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 : 46.5 17.8 56.8 29.2 43.5 17.2 51.2 26.1 Old : 46.5 17.8 56.8 29.2 43.5 17.2 51.2 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2021