VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 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 : 429,698: 77,923 222,820 92,515 236,915 82,450 407,353 397,785: 22,345 31,913
Old : 429,698: 77,923 222,820 92,515 236,915 82,450 407,353 397,785: 22,345 31,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 8,036: 16,404 8,395 -10,357 528 11,478 6,575 9,516: 1,461 -1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 51.9 21.5 55.1 19.2 94.8 92.6: 5.2 7.4
Old : 100.0: 18.1 51.9 21.5 55.1 19.2 94.8 92.6: 5.2 7.4
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 : 197: 48 96 80 36 32 136 166:
Old : 197: 48 96 80 36 32 136 166:
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 : 32.2 18.8 47.9 30.8 29.8 16.0 40.1 24.1
Old : 32.2 18.8 47.9 30.8 29.8 16.0 40.1 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2020