VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 235,004: 64,575 82,952 38,945 112,091 89,543 215,611 211,440: 19,393 23,564
Old : 235,004: 64,575 82,952 38,945 112,091 89,543 215,611 211,440: 19,393 23,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -33,251: -17,691 -18,022 1,645 -14,384 -13,660 -30,430 -30,037: -2,821 -3,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 35.3 16.6 47.7 38.1 91.7 90.0: 8.3 10.0
Old : 100.0: 27.5 35.3 16.6 47.7 38.1 91.7 90.0: 8.3 10.0
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 : 124: 34 49 44 32 29 95 97:
Old : 124: 34 49 44 32 29 95 97:
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 : 30.2 23.0 44.2 36.2 25.2 22.6 36.9 30.8
Old : 30.2 23.0 44.2 36.2 25.2 22.6 36.9 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 03, 2020