VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 358,072: 65,264 159,654 65,987 207,300 105,041 338,551 330,682: 19,521 27,390
Old : 358,072: 65,264 159,654 65,987 207,300 105,041 338,551 330,682: 19,521 27,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2021 :
: -26,318: -1,722 -9,622 857 -13,356 -5,270 -14,221 -14,035: -12,097 -12,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 44.6 18.4 57.9 29.3 94.5 92.4: 5.5 7.6
Old : 100.0: 18.2 44.6 18.4 57.9 29.3 94.5 92.4: 5.5 7.6
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 : 166: 41 72 74 33 36 120 143:
Old : 166: 41 72 74 33 36 120 143:
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 : 47.7 19.8 62.5 33.7 43.2 15.5 55.3 27.3
Old : 47.7 19.8 62.5 33.7 43.2 15.5 55.3 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 02, 2021