VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 289,170 COMMITMENTS 68,394 100,003 64,880 137,135 96,888 270,409 261,771 18,761 27,399 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -7,389) 3,554 -9,787 -7,823 -4,439 13,172 -8,708 -4,438 1,319 -2,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 34.6 22.4 47.4 33.5 93.5 90.5 6.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 44 70 76 35 37 125 143
Updated December 27, 2021