VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 01, 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 : 334,983: 78,637 140,419 65,998 169,612 102,617 314,247 309,034: 20,736 25,949
Old : 334,983: 78,637 140,419 65,998 169,612 102,617 314,247 309,034: 20,736 25,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2021 :
: -2,207: -2,729 -1,879 -2,886 3,724 4,649 -1,891 -116: -316 -2,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 41.9 19.7 50.6 30.6 93.8 92.3: 6.2 7.7
Old : 100.0: 23.5 41.9 19.7 50.6 30.6 93.8 92.3: 6.2 7.7
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: 40 69 70 34 39 115 144:
Old : 164: 40 69 70 34 39 115 144:
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 : 43.8 21.5 55.9 35.0 39.8 17.3 48.5 28.2
Old : 43.8 21.5 55.9 35.0 39.8 17.3 48.5 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 04, 2021