VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 353,947: 63,091 157,120 68,107 202,513 102,141 333,711 327,368: 20,236 26,579
Old : 353,947: 63,091 157,120 68,107 202,513 102,141 333,711 327,368: 20,236 26,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2021 :
: -30,307: 4,673 -3,805 -14,304 -20,296 -11,559 -29,927 -29,668: -380 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 44.4 19.2 57.2 28.9 94.3 92.5: 5.7 7.5
Old : 100.0: 17.8 44.4 19.2 57.2 28.9 94.3 92.5: 5.7 7.5
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 : 169: 45 73 72 31 37 117 148:
Old : 169: 45 73 72 31 37 117 148:
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 : 43.1 18.8 55.5 33.4 39.6 16.7 49.4 28.7
Old : 43.1 18.8 55.5 33.4 39.6 16.7 49.4 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 30, 2021