VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 13, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 377,165: 60,072 162,719 77,939 218,252 110,261 356,263 350,919: 20,902 26,246
Old : 377,165: 60,072 162,719 77,939 218,252 110,261 356,263 350,919: 20,902 26,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2021 :
: 12,891: -9,140 5,934 8,804 12,381 1,846 12,045 16,584: 846 -3,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 43.1 20.7 57.9 29.2 94.5 93.0: 5.5 7.0
Old : 100.0: 15.9 43.1 20.7 57.9 29.2 94.5 93.0: 5.5 7.0
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 : 182: 40 88 76 33 37 125 157:
Old : 182: 40 88 76 33 37 125 157:
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 : 43.2 18.6 55.3 32.9 39.6 16.0 49.3 27.7
Old : 43.2 18.6 55.3 32.9 39.6 16.0 49.3 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 16, 2021