VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 12, 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 : 325,153: 49,519 167,128 57,228 200,680 74,861 307,427 299,217: 17,726 25,936
Old : 325,153: 49,519 167,128 57,228 200,680 74,861 307,427 299,217: 17,726 25,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 28,327: -6,099 5,454 15,875 18,549 5,033 28,325 26,362: 2 1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 51.4 17.6 61.7 23.0 94.5 92.0: 5.5 8.0
Old : 100.0: 15.2 51.4 17.6 61.7 23.0 94.5 92.0: 5.5 8.0
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 : 170: 43 81 69 30 30 117 145:
Old : 170: 43 81 69 30 30 117 145:
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 : 52.1 20.2 62.2 33.7 49.4 18.0 57.8 30.2
Old : 52.1 20.2 62.2 33.7 49.4 18.0 57.8 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2021