VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 289,170: 68,394 100,003 64,880 137,135 96,888 270,409 261,771: 18,761 27,399
Old : 289,170: 68,394 100,003 64,880 137,135 96,888 270,409 261,771: 18,761 27,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2021 :
: -7,389: 3,554 -9,787 -7,823 -4,439 13,172 -8,708 -4,438: 1,319 -2,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 34.6 22.4 47.4 33.5 93.5 90.5: 6.5 9.5
Old : 100.0: 23.7 34.6 22.4 47.4 33.5 93.5 90.5: 6.5 9.5
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 : 168: 44 70 76 35 37 125 143:
Old : 168: 44 70 76 35 37 125 143:
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 : 34.5 19.3 46.5 32.5 31.1 16.1 38.5 24.3
Old : 34.5 19.3 46.5 32.5 31.1 16.1 38.5 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2021