VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 250,688: 60,652 91,278 43,551 125,642 92,720 229,845 227,549: 20,843 23,139
Old : 250,688: 60,652 91,278 43,551 125,642 92,720 229,845 227,549: 20,843 23,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 15,684: -3,923 8,326 4,606 13,551 3,177 14,234 16,109: 1,450 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 36.4 17.4 50.1 37.0 91.7 90.8: 8.3 9.2
Old : 100.0: 24.2 36.4 17.4 50.1 37.0 91.7 90.8: 8.3 9.2
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 : 142: 40 58 59 37 32 113 118:
Old : 142: 40 58 59 37 32 113 118:
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 : 29.6 22.1 41.7 35.9 23.3 19.5 34.2 28.1
Old : 29.6 22.1 41.7 35.9 23.3 19.5 34.2 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2020