VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 03, 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 : 312,851: 70,377 126,944 59,290 160,745 96,262 290,412 282,496: 22,439 30,355 Old : 312,851: 70,377 126,944 59,290 160,745 96,262 290,412 282,496: 22,439 30,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 27, 2021 : : 10,533: 3,270 7,782 790 3,086 -1,367 7,146 7,205: 3,387 3,328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 40.6 19.0 51.4 30.8 92.8 90.3: 7.2 9.7 Old : 100.0: 22.5 40.6 19.0 51.4 30.8 92.8 90.3: 7.2 9.7 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 : 153: 37 64 61 32 37 105 132: Old : 153: 37 64 61 32 37 105 132: 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 : 43.5 20.8 54.4 33.2 40.1 16.5 46.8 25.7 Old : 43.5 20.8 54.4 33.2 40.1 16.5 46.8 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2021