VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 26, 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 : 342,508: 46,075 182,723 54,170 222,523 80,487 322,768 317,380: 19,740 25,128 Old : 342,508: 46,075 182,723 54,170 222,523 80,487 322,768 317,380: 19,740 25,128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2021 : : -6,626: -5,452 6,698 -12,684 11,979 2,856 -6,157 -3,130: -469 -3,496 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 53.3 15.8 65.0 23.5 94.2 92.7: 5.8 7.3 Old : 100.0: 13.5 53.3 15.8 65.0 23.5 94.2 92.7: 5.8 7.3 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 : 179: 43 85 59 32 34 114 145: Old : 179: 43 85 59 32 34 114 145: 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 : 55.9 19.3 64.4 33.2 53.5 18.1 61.5 30.4 Old : 55.9 19.3 64.4 33.2 53.5 18.1 61.5 30.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2021