VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 210,666: 50,926 69,897 37,015 102,815 77,665 190,756 184,577: 19,910 26,089
Old : 210,666: 50,926 69,897 37,015 102,815 77,665 190,756 184,577: 19,910 26,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -1,264: 466 -12,790 1,233 -3,347 1,909 -1,648 -9,648: 384 8,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 33.2 17.6 48.8 36.9 90.5 87.6: 9.5 12.4
Old : 100.0: 24.2 33.2 17.6 48.8 36.9 90.5 87.6: 9.5 12.4
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 : 133: 32 57 55 34 33 102 114:
Old : 133: 32 57 55 34 33 102 114:
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 : 34.8 25.3 45.7 38.0 27.8 24.1 38.1 32.5
Old : 34.8 25.3 45.7 38.0 27.8 24.1 38.1 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 01, 2020