VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 20, 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 : 324,704: 70,749 121,487 71,213 162,701 103,006 304,663 295,706: 20,041 28,998 Old : 324,704: 70,749 121,487 71,213 162,701 103,006 304,663 295,706: 20,041 28,998 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 13, 2021 : : 2,570: 1,637 -8,974 5,718 -3,805 5,699 3,550 2,443: -980 127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 37.4 21.9 50.1 31.7 93.8 91.1: 6.2 8.9 Old : 100.0: 21.8 37.4 21.9 50.1 31.7 93.8 91.1: 6.2 8.9 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 : 164: 41 66 75 36 40 123 143: Old : 164: 41 66 75 36 40 123 143: 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 : 41.4 17.2 51.6 31.2 38.2 15.5 45.4 24.4 Old : 41.4 17.2 51.6 31.2 38.2 15.5 45.4 24.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2021