VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 19, 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 : 349,134: 51,527 176,025 66,854 210,544 77,631 328,925 320,510: 20,209 28,624 Old : 349,134: 51,527 176,025 66,854 210,544 77,631 328,925 320,510: 20,209 28,624 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 12, 2021 : : 23,981: 2,008 8,897 9,626 9,864 2,770 21,498 21,293: 2,483 2,688 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 50.4 19.1 60.3 22.2 94.2 91.8: 5.8 8.2 Old : 100.0: 14.8 50.4 19.1 60.3 22.2 94.2 91.8: 5.8 8.2 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 : 175: 43 84 66 30 32 114 148: Old : 175: 43 84 66 30 32 114 148: 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 : 51.0 18.9 60.8 31.7 48.5 17.2 56.8 28.4 Old : 51.0 18.9 60.8 31.7 48.5 17.2 56.8 28.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2021