VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 311,412 COMMITMENTS 39,888 121,824 60,439 190,717 98,638 291,044 280,901 20,368 30,511 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -18,438) -30,300 -10,851 -13,357 24,787 6,381 -18,870 -17,827 432 -611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 39.1 19.4 61.2 31.7 93.5 90.2 6.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 35 79 70 33 37 113 146
Updated November 29, 2021