VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/03/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 312,851 COMMITMENTS 70,377 126,944 59,290 160,745 96,262 290,412 282,496 22,439 30,355 CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 10,533) 3,270 7,782 790 3,086 -1,367 7,146 7,205 3,387 3,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 40.6 19.0 51.4 30.8 92.8 90.3 7.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 37 64 61 32 37 105 132
Updated August 6, 2021