VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 16, 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 : 412,533: 57,913 172,533 89,393 242,943 118,297 390,249 380,223: 22,284 32,310 Old : 412,533: 57,913 172,533 89,393 242,943 118,297 390,249 380,223: 22,284 32,310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 9, 2021 : : 16,903: 9,324 -6,445 12,973 -8,630 9,033 13,667 15,561: 3,236 1,342 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 41.8 21.7 58.9 28.7 94.6 92.2: 5.4 7.8 Old : 100.0: 14.0 41.8 21.7 58.9 28.7 94.6 92.2: 5.4 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 : 190: 56 75 87 39 38 145 158: Old : 190: 56 75 87 39 38 145 158: 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 : 43.8 21.5 55.1 33.9 39.8 14.9 48.2 25.6 Old : 43.8 21.5 55.1 33.9 39.8 14.9 48.2 25.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2021