VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 371,861: 48,501 186,818 62,954 240,961 93,500 352,416 343,272: 19,445 28,589
Old : 371,861: 48,501 186,818 62,954 240,961 93,500 352,416 343,272: 19,445 28,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2021 :
: 53,642: 9,818 31,625 7,302 36,950 15,124 54,070 54,051: -428 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 50.2 16.9 64.8 25.1 94.8 92.3: 5.2 7.7
Old : 100.0: 13.0 50.2 16.9 64.8 25.1 94.8 92.3: 5.2 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 : 178: 47 80 71 32 39 120 154:
Old : 178: 47 80 71 32 39 120 154:
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 : 54.9 17.2 62.8 29.0 52.5 14.7 59.8 25.4
Old : 54.9 17.2 62.8 29.0 52.5 14.7 59.8 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2021