VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 386,381: 40,307 179,345 62,250 262,677 114,202 365,234 355,797: 21,147 30,584
Old : 386,381: 40,307 179,345 62,250 262,677 114,202 365,234 355,797: 21,147 30,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: -6,223: -767 -24,647 2,214 -7,090 16,548 -5,643 -5,885: -580 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 46.4 16.1 68.0 29.6 94.5 92.1: 5.5 7.9
Old : 100.0: 10.4 46.4 16.1 68.0 29.6 94.5 92.1: 5.5 7.9
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 : 165: 32 77 69 38 40 117 146:
Old : 165: 32 77 69 38 40 117 146:
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 : 55.0 23.5 64.1 36.6 50.8 17.4 56.9 28.4
Old : 55.0 23.5 64.1 36.6 50.8 17.4 56.9 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 05, 2021