VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 09, 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 : 395,630: 48,589 178,978 76,420 251,573 109,264 376,582 364,662: 19,048 30,968 Old : 395,630: 48,589 178,978 76,420 251,573 109,264 376,582 364,662: 19,048 30,968 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : 9,249: 8,282 -367 14,170 -11,104 -4,938 11,348 8,865: -2,099 384 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 45.2 19.3 63.6 27.6 95.2 92.2: 4.8 7.8 Old : 100.0: 12.3 45.2 19.3 63.6 27.6 95.2 92.2: 4.8 7.8 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 : 172: 37 79 74 37 40 126 150: Old : 172: 37 79 74 37 40 126 150: 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 : 50.4 23.2 60.9 36.0 46.1 16.8 53.7 27.1 Old : 50.4 23.2 60.9 36.0 46.1 16.8 53.7 27.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2021