VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 424,215: 80,432 211,301 84,003 234,128 96,286 398,563 391,590: 25,652 32,625
Old : 424,215: 80,432 211,301 84,003 234,128 96,286 398,563 391,590: 25,652 32,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,048: -11,869 1,812 -2,285 9,911 -4,423 -4,243 -4,896: 195 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 49.8 19.8 55.2 22.7 94.0 92.3: 6.0 7.7
Old : 100.0: 19.0 49.8 19.8 55.2 22.7 94.0 92.3: 6.0 7.7
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 : 200: 61 83 93 38 33 155 165:
Old : 200: 61 83 93 38 33 155 165:
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 : 31.3 23.3 46.6 36.5 28.8 21.5 39.2 31.4
Old : 31.3 23.3 46.6 36.5 28.8 21.5 39.2 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2020