VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 03, 2020
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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 : 451,311: 139,100 196,586 94,624 189,321 124,543 423,045 415,753: 28,266 35,558
Old : 451,311: 139,100 196,586 94,624 189,321 124,543 423,045 415,753: 28,266 35,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 20,070: 23,697 3,572 10,543 -18,009 -2,139 16,231 11,976: 3,839 8,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 43.6 21.0 41.9 27.6 93.7 92.1: 6.3 7.9
Old : 100.0: 30.8 43.6 21.0 41.9 27.6 93.7 92.1: 6.3 7.9
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 : 218: 69 81 92 45 44 164 181:
Old : 218: 69 81 92 45 44 164 181:
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 : 24.3 19.4 37.1 32.1 22.5 18.3 34.1 28.2
Old : 24.3 19.4 37.1 32.1 22.5 18.3 34.1 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 06, 2020