VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 296,559: 64,840 109,790 72,703 141,574 83,716 279,117 266,209: 17,442 30,350
Old : 296,559: 64,840 109,790 72,703 141,574 83,716 279,117 266,209: 17,442 30,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2021 :
: -3,523: -7,975 -10,428 4,979 1,663 -496 -1,333 -5,945: -2,190 2,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 37.0 24.5 47.7 28.2 94.1 89.8: 5.9 10.2
Old : 100.0: 21.9 37.0 24.5 47.7 28.2 94.1 89.8: 5.9 10.2
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 : 172: 45 72 83 35 35 131 146:
Old : 172: 45 72 83 35 35 131 146:
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 : 37.7 18.8 49.6 32.2 34.5 15.0 42.2 24.4
Old : 37.7 18.8 49.6 32.2 34.5 15.0 42.2 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2021