VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 23, 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 : 311,412: 39,888 121,824 60,439 190,717 98,638 291,044 280,901: 20,368 30,511 Old : 311,412: 39,888 121,824 60,439 190,717 98,638 291,044 280,901: 20,368 30,511 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : -18,438: -30,300 -10,851 -13,357 24,787 6,381 -18,870 -17,827: 432 -611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 39.1 19.4 61.2 31.7 93.5 90.2: 6.5 9.8 Old : 100.0: 12.8 39.1 19.4 61.2 31.7 93.5 90.2: 6.5 9.8 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 : 167: 35 79 70 33 37 113 146: Old : 167: 35 79 70 33 37 113 146: 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 : 51.5 20.1 60.6 31.6 48.2 19.1 53.9 27.2 Old : 51.5 20.1 60.6 31.6 48.2 19.1 53.9 27.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2021