VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 392,604: 41,074 203,992 60,036 269,767 97,654 370,877 361,682: 21,727 30,922
Old : 392,604: 41,074 203,992 60,036 269,767 97,654 370,877 361,682: 21,727 30,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -31,336: -8,003 -8,323 -11,568 -11,406 -11,817 -30,977 -31,708: -359 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 52.0 15.3 68.7 24.9 94.5 92.1: 5.5 7.9
Old : 100.0: 10.5 52.0 15.3 68.7 24.9 94.5 92.1: 5.5 7.9
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: 38 81 75 36 40 124 152:
Old : 175: 38 81 75 36 40 124 152:
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 : 59.0 17.7 66.5 31.1 55.9 15.9 61.7 27.8
Old : 59.0 17.7 66.5 31.1 55.9 15.9 61.7 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2021