VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 230,744: 47,311 87,037 47,047 118,093 73,820 212,451 207,904: 18,293 22,840
Old : 230,744: 47,311 87,037 47,047 118,093 73,820 212,451 207,904: 18,293 22,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 10,289: -3,540 7,828 7,454 7,949 -2,369 11,863 12,913: -1,574 -2,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 37.7 20.4 51.2 32.0 92.1 90.1: 7.9 9.9
Old : 100.0: 20.5 37.7 20.4 51.2 32.0 92.1 90.1: 7.9 9.9
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 : 146: 35 63 64 37 34 115 124:
Old : 146: 35 63 64 37 34 115 124:
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 : 34.2 21.9 46.0 34.4 28.0 21.7 38.5 30.5
Old : 34.2 21.9 46.0 34.4 28.0 21.7 38.5 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2020