VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 363,554: 68,299 155,523 68,943 203,784 108,262 341,026 332,728: 22,528 30,826
Old : 363,554: 68,299 155,523 68,943 203,784 108,262 341,026 332,728: 22,528 30,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2021 :
: 3,437: 1,566 -7,908 4,022 -4,270 7,577 1,318 3,691: 2,119 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 42.8 19.0 56.1 29.8 93.8 91.5: 6.2 8.5
Old : 100.0: 18.8 42.8 19.0 56.1 29.8 93.8 91.5: 6.2 8.5
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 : 161: 37 73 67 34 40 113 143:
Old : 161: 37 73 67 34 40 113 143:
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 : 41.7 19.4 54.6 32.5 38.3 15.1 49.1 25.1
Old : 41.7 19.4 54.6 32.5 38.3 15.1 49.1 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2021