VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 428,263: 92,301 209,489 86,288 224,217 100,709 402,806 396,486: 25,457 31,777
Old : 428,263: 92,301 209,489 86,288 224,217 100,709 402,806 396,486: 25,457 31,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -5,456: 4,231 -17,248 -1,792 -7,751 12,681 -5,312 -6,359: -144 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 48.9 20.1 52.4 23.5 94.1 92.6: 5.9 7.4
Old : 100.0: 21.6 48.9 20.1 52.4 23.5 94.1 92.6: 5.9 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 : 203: 55 90 97 38 35 153 173:
Old : 203: 55 90 97 38 35 153 173:
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 : 30.7 22.9 46.4 35.0 28.0 20.7 38.8 29.2
Old : 30.7 22.9 46.4 35.0 28.0 20.7 38.8 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 07, 2020