VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 342,508: 46,075 182,723 54,170 222,523 80,487 322,768 317,380: 19,740 25,128
Old : 342,508: 46,075 182,723 54,170 222,523 80,487 322,768 317,380: 19,740 25,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -6,626: -5,452 6,698 -12,684 11,979 2,856 -6,157 -3,130: -469 -3,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 53.3 15.8 65.0 23.5 94.2 92.7: 5.8 7.3
Old : 100.0: 13.5 53.3 15.8 65.0 23.5 94.2 92.7: 5.8 7.3
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 : 179: 43 85 59 32 34 114 145:
Old : 179: 43 85 59 32 34 114 145:
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 : 55.9 19.3 64.4 33.2 53.5 18.1 61.5 30.4
Old : 55.9 19.3 64.4 33.2 53.5 18.1 61.5 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2021