VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 02, 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 : 318,219: 38,683 155,193 55,652 204,011 78,376 298,346 289,221: 19,873 28,998 Old : 318,219: 38,683 155,193 55,652 204,011 78,376 298,346 289,221: 19,873 28,998 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 26, 2021 : : -24,289: -7,392 -27,530 1,482 -18,512 -2,111 -24,422 -28,159: 133 3,870 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 48.8 17.5 64.1 24.6 93.8 90.9: 6.2 9.1 Old : 100.0: 12.2 48.8 17.5 64.1 24.6 93.8 90.9: 6.2 9.1 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 : 166: 35 80 66 31 39 112 145: Old : 166: 35 80 66 31 39 112 145: 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 : 53.9 18.9 62.3 30.1 51.4 15.8 59.5 26.9 Old : 53.9 18.9 62.3 30.1 51.4 15.8 59.5 26.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 05, 2021