VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 30, 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 : 358,072: 65,264 159,654 65,987 207,300 105,041 338,551 330,682: 19,521 27,390 Old : 358,072: 65,264 159,654 65,987 207,300 105,041 338,551 330,682: 19,521 27,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 23, 2021 : : -26,318: -1,722 -9,622 857 -13,356 -5,270 -14,221 -14,035: -12,097 -12,283 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 44.6 18.4 57.9 29.3 94.5 92.4: 5.5 7.6 Old : 100.0: 18.2 44.6 18.4 57.9 29.3 94.5 92.4: 5.5 7.6 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: 41 72 74 33 36 120 143: Old : 166: 41 72 74 33 36 120 143: 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 : 47.7 19.8 62.5 33.7 43.2 15.5 55.3 27.3 Old : 47.7 19.8 62.5 33.7 43.2 15.5 55.3 27.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 02, 2021