VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 17, 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 : 434,583: 121,542 201,029 79,543 207,016 124,972 408,101 405,544: 26,482 29,039
Old : 434,583: 121,542 201,029 79,543 207,016 124,972 408,101 405,544: 26,482 29,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -16,229: -21,929 -5,764 -2,696 7,517 -8,561 -17,108 -17,021: 879 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 46.3 18.3 47.6 28.8 93.9 93.3: 6.1 6.7
Old : 100.0: 28.0 46.3 18.3 47.6 28.8 93.9 93.3: 6.1 6.7
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 : 168: 45 74 70 37 38 127 143:
Old : 168: 45 74 70 37 38 127 143:
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 : 36.9 34.5 49.8 45.2 31.5 31.6 40.9 39.4
Old : 36.9 34.5 49.8 45.2 31.5 31.6 40.9 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020