VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 352,516: 82,681 144,830 72,872 176,174 106,022 331,727 323,724: 20,789 28,792 Old : 352,516: 82,681 144,830 72,872 176,174 106,022 331,727 323,724: 20,789 28,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : 17,533: 4,044 4,411 6,874 6,562 3,405 17,480 14,690: 53 2,843 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 41.1 20.7 50.0 30.1 94.1 91.8: 5.9 8.2 Old : 100.0: 23.5 41.1 20.7 50.0 30.1 94.1 91.8: 5.9 8.2 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 : 175: 46 75 78 33 38 127 151: Old : 175: 46 75 78 33 38 127 151: 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 : 40.4 21.2 53.0 34.1 35.4 16.4 44.3 25.8 Old : 40.4 21.2 53.0 34.1 35.4 16.4 44.3 25.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2021