VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 04, 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 : 360,117: 66,733 163,431 64,921 208,054 100,685 339,708 329,037: 20,409 31,080
Old : 360,117: 66,733 163,431 64,921 208,054 100,685 339,708 329,037: 20,409 31,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2021 :
: 6,170: 3,642 6,311 -3,186 5,541 -1,456 5,997 1,669: 173 4,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 45.4 18.0 57.8 28.0 94.3 91.4: 5.7 8.6
Old : 100.0: 18.5 45.4 18.0 57.8 28.0 94.3 91.4: 5.7 8.6
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 : 164: 42 69 72 30 36 115 143:
Old : 164: 42 69 72 30 36 115 143:
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 : 44.6 18.7 56.6 32.2 41.3 16.4 52.1 27.9
Old : 44.6 18.7 56.6 32.2 41.3 16.4 52.1 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 06, 2021