VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 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 : 395,630: 48,589 178,978 76,420 251,573 109,264 376,582 364,662: 19,048 30,968
Old : 395,630: 48,589 178,978 76,420 251,573 109,264 376,582 364,662: 19,048 30,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2021 :
: 9,249: 8,282 -367 14,170 -11,104 -4,938 11,348 8,865: -2,099 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 45.2 19.3 63.6 27.6 95.2 92.2: 4.8 7.8
Old : 100.0: 12.3 45.2 19.3 63.6 27.6 95.2 92.2: 4.8 7.8
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 : 172: 37 79 74 37 40 126 150:
Old : 172: 37 79 74 37 40 126 150:
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 : 50.4 23.2 60.9 36.0 46.1 16.8 53.7 27.1
Old : 50.4 23.2 60.9 36.0 46.1 16.8 53.7 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2021