VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 384,390: 66,986 169,276 65,130 220,656 110,311 352,772 344,717: 31,618 39,673
Old : 384,390: 66,986 169,276 65,130 220,656 110,311 352,772 344,717: 31,618 39,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -28,143: 9,073 -3,257 -24,263 -22,287 -7,986 -37,477 -35,506: 9,334 7,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 44.0 16.9 57.4 28.7 91.8 89.7: 8.2 10.3
Old : 100.0: 17.4 44.0 16.9 57.4 28.7 91.8 89.7: 8.2 10.3
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 : 171: 49 71 71 32 34 121 142:
Old : 171: 49 71 71 32 34 121 142:
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 : 47.2 22.5 60.1 36.3 42.2 16.1 52.6 28.1
Old : 47.2 22.5 60.1 36.3 42.2 16.1 52.6 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2021