VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 2021
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 337,252: 62,466 164,062 61,996 193,124 83,594 317,586 309,652: 19,666 27,600
Old : 337,252: 62,466 164,062 61,996 193,124 83,594 317,586 309,652: 19,666 27,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -24,139: 1,632 16,460 -23,934 1,187 -14,736 -21,115 -22,210: -3,024 -1,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 48.6 18.4 57.3 24.8 94.2 91.8: 5.8 8.2
Old : 100.0: 18.5 48.6 18.4 57.3 24.8 94.2 91.8: 5.8 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 : 175: 43 80 70 33 33 120 144:
Old : 175: 43 80 70 33 33 120 144:
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 : 49.8 25.2 58.9 37.3 47.1 25.1 54.0 36.3
Old : 49.8 25.2 58.9 37.3 47.1 25.1 54.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2021