VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 27, 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 : 302,318: 67,107 119,162 58,500 157,659 97,629 283,266 275,291: 19,052 27,027
Old : 302,318: 67,107 119,162 58,500 157,659 97,629 283,266 275,291: 19,052 27,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: -22,386: -3,642 -2,325 -12,713 -5,042 -5,377 -21,397 -20,415: -989 -1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 39.4 19.4 52.2 32.3 93.7 91.1: 6.3 8.9
Old : 100.0: 22.2 39.4 19.4 52.2 32.3 93.7 91.1: 6.3 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 : 154: 35 65 57 31 37 103 129:
Old : 154: 35 65 57 31 37 103 129:
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 : 45.2 20.8 55.7 34.7 41.7 17.9 49.2 27.8
Old : 45.2 20.8 55.7 34.7 41.7 17.9 49.2 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2021