VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 01, 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 : 334,983: 78,637 140,419 65,998 169,612 102,617 314,247 309,034: 20,736 25,949 Old : 334,983: 78,637 140,419 65,998 169,612 102,617 314,247 309,034: 20,736 25,949 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2021 : : -2,207: -2,729 -1,879 -2,886 3,724 4,649 -1,891 -116: -316 -2,091 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 41.9 19.7 50.6 30.6 93.8 92.3: 6.2 7.7 Old : 100.0: 23.5 41.9 19.7 50.6 30.6 93.8 92.3: 6.2 7.7 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 : 164: 40 69 70 34 39 115 144: Old : 164: 40 69 70 34 39 115 144: 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 : 43.8 21.5 55.9 35.0 39.8 17.3 48.5 28.2 Old : 43.8 21.5 55.9 35.0 39.8 17.3 48.5 28.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 04, 2021