VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 290,283: 57,154 130,303 55,846 156,460 76,749 269,460 262,898: 20,823 27,385
Old : 290,283: 57,154 130,303 55,846 156,460 76,749 269,460 262,898: 20,823 27,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2021 :
: -29,038: -4,477 -18,154 -9,544 -16,355 -4,188 -30,376 -31,886: 1,338 2,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 44.9 19.2 53.9 26.4 92.8 90.6: 7.2 9.4
Old : 100.0: 19.7 44.9 19.2 53.9 26.4 92.8 90.6: 7.2 9.4
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 : 172: 45 73 68 33 37 117 146:
Old : 172: 45 73 68 33 37 117 146:
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 : 46.0 19.4 54.2 32.5 42.3 18.9 48.3 29.0
Old : 46.0 19.4 54.2 32.5 42.3 18.9 48.3 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2021