VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 324,704: 70,749 121,487 71,213 162,701 103,006 304,663 295,706: 20,041 28,998
Old : 324,704: 70,749 121,487 71,213 162,701 103,006 304,663 295,706: 20,041 28,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2021 :
: 2,570: 1,637 -8,974 5,718 -3,805 5,699 3,550 2,443: -980 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 37.4 21.9 50.1 31.7 93.8 91.1: 6.2 8.9
Old : 100.0: 21.8 37.4 21.9 50.1 31.7 93.8 91.1: 6.2 8.9
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 : 164: 41 66 75 36 40 123 143:
Old : 164: 41 66 75 36 40 123 143:
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 : 41.4 17.2 51.6 31.2 38.2 15.5 45.4 24.4
Old : 41.4 17.2 51.6 31.2 38.2 15.5 45.4 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2021