VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 05, 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 : 296,826: 55,618 161,674 41,353 182,131 69,828 279,102 272,855: 17,724 23,971 Old : 296,826: 55,618 161,674 41,353 182,131 69,828 279,102 272,855: 17,724 23,971 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2020 : : 12,947: 6,866 14,372 -2,258 7,327 1,408 11,935 13,522: 1,012 -575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 54.5 13.9 61.4 23.5 94.0 91.9: 6.0 8.1 Old : 100.0: 18.7 54.5 13.9 61.4 23.5 94.0 91.9: 6.0 8.1 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 : 157: 38 73 61 30 28 109 130: Old : 157: 38 73 61 30 28 109 130: 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 : 52.0 21.7 65.0 34.2 49.0 20.0 61.3 31.5 Old : 52.0 21.7 65.0 34.2 49.0 20.0 61.3 31.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 08, 2021