VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 337,190: 81,366 142,298 68,884 165,888 97,968 316,138 309,150: 21,052 28,040
Old : 337,190: 81,366 142,298 68,884 165,888 97,968 316,138 309,150: 21,052 28,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2021 :
: -11,919: 13,324 12,016 -8,788 -18,707 -15,027 -14,171 -11,799: 2,252 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 42.2 20.4 49.2 29.1 93.8 91.7: 6.2 8.3
Old : 100.0: 24.1 42.2 20.4 49.2 29.1 93.8 91.7: 6.2 8.3
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 : 167: 44 71 69 33 38 114 148:
Old : 167: 44 71 69 33 38 114 148:
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 : 42.9 19.6 54.2 33.0 39.0 16.7 48.2 28.7
Old : 42.9 19.6 54.2 33.0 39.0 16.7 48.2 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 28, 2021