VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 11/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 348,553 COMMITMENTS 78,475 158,396 67,230 179,814 91,769 325,519 317,395 23,034 31,158 CHANGES FROM 11/02/21 (CHANGE IN OPEN INTEREST: -4,996) 9,961 -13,404 3,554 -15,772 3,065 -2,257 -6,785 -2,739 1,789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 45.4 19.3 51.6 26.3 93.4 91.1 6.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 42 78 74 37 36 122 152
Updated November 15, 2021