VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 311,412: 39,888 121,824 60,439 190,717 98,638 291,044 280,901: 20,368 30,511
Old : 311,412: 39,888 121,824 60,439 190,717 98,638 291,044 280,901: 20,368 30,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: -18,438: -30,300 -10,851 -13,357 24,787 6,381 -18,870 -17,827: 432 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 39.1 19.4 61.2 31.7 93.5 90.2: 6.5 9.8
Old : 100.0: 12.8 39.1 19.4 61.2 31.7 93.5 90.2: 6.5 9.8
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 : 167: 35 79 70 33 37 113 146:
Old : 167: 35 79 70 33 37 113 146:
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 : 51.5 20.1 60.6 31.6 48.2 19.1 53.9 27.2
Old : 51.5 20.1 60.6 31.6 48.2 19.1 53.9 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2021