VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 15, 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 : 356,803: 79,298 148,045 74,059 181,878 109,252 335,235 331,356: 21,568 25,447 Old : 356,803: 79,298 148,045 74,059 181,878 109,252 335,235 331,356: 21,568 25,447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 8, 2021 : : 4,287: -3,383 3,215 1,187 5,704 3,230 3,508 7,632: 779 -3,345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 41.5 20.8 51.0 30.6 94.0 92.9: 6.0 7.1 Old : 100.0: 22.2 41.5 20.8 51.0 30.6 94.0 92.9: 6.0 7.1 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: 42 79 77 33 41 122 156: Old : 175: 42 79 77 33 41 122 156: 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 : 40.8 19.1 52.9 31.6 36.3 15.3 45.1 24.3 Old : 40.8 19.1 52.9 31.6 36.3 15.3 45.1 24.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2021