VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 412,533: 57,913 172,533 89,393 242,943 118,297 390,249 380,223: 22,284 32,310
Old : 412,533: 57,913 172,533 89,393 242,943 118,297 390,249 380,223: 22,284 32,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 16,903: 9,324 -6,445 12,973 -8,630 9,033 13,667 15,561: 3,236 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 41.8 21.7 58.9 28.7 94.6 92.2: 5.4 7.8
Old : 100.0: 14.0 41.8 21.7 58.9 28.7 94.6 92.2: 5.4 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 : 190: 56 75 87 39 38 145 158:
Old : 190: 56 75 87 39 38 145 158:
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 : 43.8 21.5 55.1 33.9 39.8 14.9 48.2 25.6
Old : 43.8 21.5 55.1 33.9 39.8 14.9 48.2 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2021