VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 325,869: 68,020 129,174 65,671 171,050 102,703 304,741 297,548: 21,128 28,321
Old : 325,869: 68,020 129,174 65,671 171,050 102,703 304,741 297,548: 21,128 28,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2021 :
: 14,457: 28,132 7,350 5,232 -19,667 4,065 13,697 16,647: 760 -2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 39.6 20.2 52.5 31.5 93.5 91.3: 6.5 8.7
Old : 100.0: 20.9 39.6 20.2 52.5 31.5 93.5 91.3: 6.5 8.7
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 : 179: 47 76 78 39 37 131 152:
Old : 179: 47 76 78 39 37 131 152:
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 : 40.2 16.8 50.7 30.2 37.2 15.0 46.2 25.4
Old : 40.2 16.8 50.7 30.2 37.2 15.0 46.2 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 03, 2021