VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 03, 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 : 312,851: 70,377 126,944 59,290 160,745 96,262 290,412 282,496: 22,439 30,355
Old : 312,851: 70,377 126,944 59,290 160,745 96,262 290,412 282,496: 22,439 30,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2021 :
: 10,533: 3,270 7,782 790 3,086 -1,367 7,146 7,205: 3,387 3,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 40.6 19.0 51.4 30.8 92.8 90.3: 7.2 9.7
Old : 100.0: 22.5 40.6 19.0 51.4 30.8 92.8 90.3: 7.2 9.7
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 : 153: 37 64 61 32 37 105 132:
Old : 153: 37 64 61 32 37 105 132:
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 : 43.5 20.8 54.4 33.2 40.1 16.5 46.8 25.7
Old : 43.5 20.8 54.4 33.2 40.1 16.5 46.8 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2021