VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 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 : 386,381: 40,307 179,345 62,250 262,677 114,202 365,234 355,797: 21,147 30,584 Old : 386,381: 40,307 179,345 62,250 262,677 114,202 365,234 355,797: 21,147 30,584 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 23, 2021 : : -6,223: -767 -24,647 2,214 -7,090 16,548 -5,643 -5,885: -580 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 46.4 16.1 68.0 29.6 94.5 92.1: 5.5 7.9 Old : 100.0: 10.4 46.4 16.1 68.0 29.6 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 : 165: 32 77 69 38 40 117 146: Old : 165: 32 77 69 38 40 117 146: 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 : 55.0 23.5 64.1 36.6 50.8 17.4 56.9 28.4 Old : 55.0 23.5 64.1 36.6 50.8 17.4 56.9 28.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 05, 2021