VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 318,219: 38,683 155,193 55,652 204,011 78,376 298,346 289,221: 19,873 28,998
Old : 318,219: 38,683 155,193 55,652 204,011 78,376 298,346 289,221: 19,873 28,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2021 :
: -24,289: -7,392 -27,530 1,482 -18,512 -2,111 -24,422 -28,159: 133 3,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 48.8 17.5 64.1 24.6 93.8 90.9: 6.2 9.1
Old : 100.0: 12.2 48.8 17.5 64.1 24.6 93.8 90.9: 6.2 9.1
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 : 166: 35 80 66 31 39 112 145:
Old : 166: 35 80 66 31 39 112 145:
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 : 53.9 18.9 62.3 30.1 51.4 15.8 59.5 26.9
Old : 53.9 18.9 62.3 30.1 51.4 15.8 59.5 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 05, 2021