VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 296,826: 55,618 161,674 41,353 182,131 69,828 279,102 272,855: 17,724 23,971
Old : 296,826: 55,618 161,674 41,353 182,131 69,828 279,102 272,855: 17,724 23,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 12,947: 6,866 14,372 -2,258 7,327 1,408 11,935 13,522: 1,012 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 54.5 13.9 61.4 23.5 94.0 91.9: 6.0 8.1
Old : 100.0: 18.7 54.5 13.9 61.4 23.5 94.0 91.9: 6.0 8.1
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 : 157: 38 73 61 30 28 109 130:
Old : 157: 38 73 61 30 28 109 130:
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 : 52.0 21.7 65.0 34.2 49.0 20.0 61.3 31.5
Old : 52.0 21.7 65.0 34.2 49.0 20.0 61.3 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 08, 2021