VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 23, 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 : 392,604: 41,074 203,992 60,036 269,767 97,654 370,877 361,682: 21,727 30,922 Old : 392,604: 41,074 203,992 60,036 269,767 97,654 370,877 361,682: 21,727 30,922 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2021 : : -31,336: -8,003 -8,323 -11,568 -11,406 -11,817 -30,977 -31,708: -359 372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 52.0 15.3 68.7 24.9 94.5 92.1: 5.5 7.9 Old : 100.0: 10.5 52.0 15.3 68.7 24.9 94.5 92.1: 5.5 7.9 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: 38 81 75 36 40 124 152: Old : 175: 38 81 75 36 40 124 152: 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 : 59.0 17.7 66.5 31.1 55.9 15.9 61.7 27.8 Old : 59.0 17.7 66.5 31.1 55.9 15.9 61.7 27.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2021