VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 06, 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 : 364,274: 69,212 156,785 69,135 205,871 108,415 344,218 334,335: 20,056 29,939
Old : 364,274: 69,212 156,785 69,135 205,871 108,415 344,218 334,335: 20,056 29,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2021 :
: 6,202: 3,948 -2,869 3,148 -1,429 3,374 5,667 3,653: 535 2,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 43.0 19.0 56.5 29.8 94.5 91.8: 5.5 8.2
Old : 100.0: 19.0 43.0 19.0 56.5 29.8 94.5 91.8: 5.5 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 : 165: 41 74 70 30 33 117 138:
Old : 165: 41 74 70 30 33 117 138:
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 : 46.6 20.8 61.5 35.0 41.8 16.5 54.1 27.9
Old : 46.6 20.8 61.5 35.0 41.8 16.5 54.1 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 09, 2021