VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 24, 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 : 290,283: 57,154 130,303 55,846 156,460 76,749 269,460 262,898: 20,823 27,385 Old : 290,283: 57,154 130,303 55,846 156,460 76,749 269,460 262,898: 20,823 27,385 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 17, 2021 : : -29,038: -4,477 -18,154 -9,544 -16,355 -4,188 -30,376 -31,886: 1,338 2,848 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 44.9 19.2 53.9 26.4 92.8 90.6: 7.2 9.4 Old : 100.0: 19.7 44.9 19.2 53.9 26.4 92.8 90.6: 7.2 9.4 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 : 172: 45 73 68 33 37 117 146: Old : 172: 45 73 68 33 37 117 146: 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 : 46.0 19.4 54.2 32.5 42.3 18.9 48.3 29.0 Old : 46.0 19.4 54.2 32.5 42.3 18.9 48.3 29.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2021