VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 14, 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 : 296,559: 64,840 109,790 72,703 141,574 83,716 279,117 266,209: 17,442 30,350 Old : 296,559: 64,840 109,790 72,703 141,574 83,716 279,117 266,209: 17,442 30,350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2021 : : -3,523: -7,975 -10,428 4,979 1,663 -496 -1,333 -5,945: -2,190 2,422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 37.0 24.5 47.7 28.2 94.1 89.8: 5.9 10.2 Old : 100.0: 21.9 37.0 24.5 47.7 28.2 94.1 89.8: 5.9 10.2 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 : 172: 45 72 83 35 35 131 146: Old : 172: 45 72 83 35 35 131 146: 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 : 37.7 18.8 49.6 32.2 34.5 15.0 42.2 24.4 Old : 37.7 18.8 49.6 32.2 34.5 15.0 42.2 24.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2021