VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 361,391: 60,834 147,602 85,930 191,937 98,330 338,701 331,862: 22,690 29,529
Old : 361,391: 60,834 147,602 85,930 191,937 98,330 338,701 331,862: 22,690 29,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 31,486: 7,078 20,277 2,427 20,009 7,819 29,514 30,523: 1,972 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 40.8 23.8 53.1 27.2 93.7 91.8: 6.3 8.2
Old : 100.0: 16.8 40.8 23.8 53.1 27.2 93.7 91.8: 6.3 8.2
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 : 189: 59 72 81 37 39 137 157:
Old : 189: 59 72 81 37 39 137 157:
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 : 42.8 22.0 51.4 33.4 39.2 22.0 44.5 30.4
Old : 42.8 22.0 51.4 33.4 39.2 22.0 44.5 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2021