VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 322,134: 69,112 130,461 65,495 166,506 97,307 301,113 293,263: 21,021 28,871
Old : 322,134: 69,112 130,461 65,495 166,506 97,307 301,113 293,263: 21,021 28,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2021 :
: -19,023: -10,208 -15,957 100 -7,057 -4,545 -17,165 -20,402: -1,858 1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 40.5 20.3 51.7 30.2 93.5 91.0: 6.5 9.0
Old : 100.0: 21.5 40.5 20.3 51.7 30.2 93.5 91.0: 6.5 9.0
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 : 169: 41 75 75 37 37 121 150:
Old : 169: 41 75 75 37 37 121 150:
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 : 43.3 21.4 53.2 32.9 39.3 17.5 46.1 26.1
Old : 43.3 21.4 53.2 32.9 39.3 17.5 46.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2021