VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 22, 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 : 317,297: 73,154 134,930 65,602 156,285 90,338 295,041 290,870: 22,256 26,427 Old : 317,297: 73,154 134,930 65,602 156,285 90,338 295,041 290,870: 22,256 26,427 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 15, 2021 : : -39,506: -6,144 -13,115 -8,457 -25,593 -18,914 -40,194 -40,486: 688 980 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 42.5 20.7 49.3 28.5 93.0 91.7: 7.0 8.3 Old : 100.0: 23.1 42.5 20.7 49.3 28.5 93.0 91.7: 7.0 8.3 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 : 161: 37 75 72 28 37 109 146: Old : 161: 37 75 72 28 37 109 146: 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 : 44.8 21.2 55.4 34.8 40.1 16.2 47.0 25.4 Old : 44.8 21.2 55.4 34.8 40.1 16.2 47.0 25.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2021