VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 323,316: 70,256 132,183 69,984 160,872 93,286 301,112 295,453: 22,204 27,863
Old : 323,316: 70,256 132,183 69,984 160,872 93,286 301,112 295,453: 22,204 27,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -2,367: 13,943 -7,820 4,013 -23,260 -407 -5,304 -4,214: 2,937 1,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 40.9 21.6 49.8 28.9 93.1 91.4: 6.9 8.6
Old : 100.0: 21.7 40.9 21.6 49.8 28.9 93.1 91.4: 6.9 8.6
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 : 180: 39 83 73 34 40 123 156:
Old : 180: 39 83 73 34 40 123 156:
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 : 44.9 16.7 57.2 27.7 42.5 15.7 51.1 23.2
Old : 44.9 16.7 57.2 27.7 42.5 15.7 51.1 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2021