VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 349,109: 68,042 130,282 77,672 184,595 112,995 330,309 320,949: 18,800 28,160
Old : 349,109: 68,042 130,282 77,672 184,595 112,995 330,309 320,949: 18,800 28,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2021 :
: -14,445: -257 -25,241 8,729 -19,189 4,733 -10,717 -11,779: -3,728 -2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 37.3 22.2 52.9 32.4 94.6 91.9: 5.4 8.1
Old : 100.0: 19.5 37.3 22.2 52.9 32.4 94.6 91.9: 5.4 8.1
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 : 168: 44 69 67 36 40 116 147:
Old : 168: 44 69 67 36 40 116 147:
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 : 38.9 19.2 51.4 30.7 35.3 15.2 44.7 24.4
Old : 38.9 19.2 51.4 30.7 35.3 15.2 44.7 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2021