VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2021
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 349,134: 51,527 176,025 66,854 210,544 77,631 328,925 320,510: 20,209 28,624
Old : 349,134: 51,527 176,025 66,854 210,544 77,631 328,925 320,510: 20,209 28,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 23,981: 2,008 8,897 9,626 9,864 2,770 21,498 21,293: 2,483 2,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 50.4 19.1 60.3 22.2 94.2 91.8: 5.8 8.2
Old : 100.0: 14.8 50.4 19.1 60.3 22.2 94.2 91.8: 5.8 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: 43 84 66 30 32 114 148:
Old : 175: 43 84 66 30 32 114 148:
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 : 51.0 18.9 60.8 31.7 48.5 17.2 56.8 28.4
Old : 51.0 18.9 60.8 31.7 48.5 17.2 56.8 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2021