VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 30, 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 : 325,869: 68,020 129,174 65,671 171,050 102,703 304,741 297,548: 21,128 28,321 Old : 325,869: 68,020 129,174 65,671 171,050 102,703 304,741 297,548: 21,128 28,321 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 23, 2021 : : 14,457: 28,132 7,350 5,232 -19,667 4,065 13,697 16,647: 760 -2,190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 39.6 20.2 52.5 31.5 93.5 91.3: 6.5 8.7 Old : 100.0: 20.9 39.6 20.2 52.5 31.5 93.5 91.3: 6.5 8.7 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 : 179: 47 76 78 39 37 131 152: Old : 179: 47 76 78 39 37 131 152: 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 : 40.2 16.8 50.7 30.2 37.2 15.0 46.2 25.4 Old : 40.2 16.8 50.7 30.2 37.2 15.0 46.2 25.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 03, 2021