VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 14, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 253,220: 55,003 88,502 43,531 135,045 100,390 233,579 232,423: 19,641 20,797 Old : 253,220: 55,003 88,502 43,531 135,045 100,390 233,579 232,423: 19,641 20,797 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2020 : : 2,532: -5,649 -2,776 -20 9,403 7,670 3,734 4,874: -1,202 -2,342 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 35.0 17.2 53.3 39.6 92.2 91.8: 7.8 8.2 Old : 100.0: 21.7 35.0 17.2 53.3 39.6 92.2 91.8: 7.8 8.2 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 : 149: 38 63 63 39 35 120 123: Old : 149: 38 63 63 39 35 120 123: 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 : 27.7 23.2 41.9 36.4 21.9 18.9 32.3 26.0 Old : 27.7 23.2 41.9 36.4 21.9 18.9 32.3 26.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2020