VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 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 : 307,664: 47,549 117,137 73,933 163,652 87,754 285,134 278,824: 22,530 28,840
Old : 307,664: 47,549 117,137 73,933 163,652 87,754 285,134 278,824: 22,530 28,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -3,751: -6,373 -4,144 1,144 3,077 239 -2,152 -2,761: -1,599 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 38.1 24.0 53.2 28.5 92.7 90.6: 7.3 9.4
Old : 100.0: 15.5 38.1 24.0 53.2 28.5 92.7 90.6: 7.3 9.4
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: 36 76 78 40 41 129 151:
Old : 172: 36 76 78 40 41 129 151:
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 : 44.5 17.4 54.0 29.6 40.2 15.9 45.8 24.3
Old : 44.5 17.4 54.0 29.6 40.2 15.9 45.8 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 08, 2021