VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 329,850: 70,188 132,675 73,796 165,930 92,257 309,914 298,728: 19,936 31,122
Old : 329,850: 70,188 132,675 73,796 165,930 92,257 309,914 298,728: 19,936 31,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: -18,703: -8,287 -25,721 6,566 -13,884 488 -15,605 -18,667: -3,098 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 40.2 22.4 50.3 28.0 94.0 90.6: 6.0 9.4
Old : 100.0: 21.3 40.2 22.4 50.3 28.0 94.0 90.6: 6.0 9.4
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 : 174: 40 83 73 35 35 120 150:
Old : 174: 40 83 73 35 35 120 150:
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 : 46.5 17.8 56.8 29.2 43.5 17.2 51.2 26.1
Old : 46.5 17.8 56.8 29.2 43.5 17.2 51.2 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2021