VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 05, 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 : 220,455: 50,851 79,209 39,593 110,144 76,189 200,588 194,991: 19,867 25,464 Old : 220,455: 50,851 79,209 39,593 110,144 76,189 200,588 194,991: 19,867 25,464 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2020 : : 9,789: -75 9,312 2,578 7,329 -1,476 9,832 10,414: -43 -625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 35.9 18.0 50.0 34.6 91.0 88.4: 9.0 11.6 Old : 100.0: 23.1 35.9 18.0 50.0 34.6 91.0 88.4: 9.0 11.6 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 : 137: 35 59 55 35 33 103 118: Old : 137: 35 59 55 35 33 103 118: 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 : 34.0 23.5 47.3 36.6 27.7 22.8 39.7 32.1 Old : 34.0 23.5 47.3 36.6 27.7 22.8 39.7 32.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2020