VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 208,494: 46,141 88,770 44,928 99,091 50,141 190,160 183,839: 18,334 24,655
Old : 208,494: 46,141 88,770 44,928 99,091 50,141 190,160 183,839: 18,334 24,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -33,208: -8,507 -910 -4,355 -19,892 -27,297 -32,754 -32,562: -454 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 42.6 21.5 47.5 24.0 91.2 88.2: 8.8 11.8
Old : 100.0: 22.1 42.6 21.5 47.5 24.0 91.2 88.2: 8.8 11.8
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 : 140: 35 57 57 31 33 103 116:
Old : 140: 35 57 57 31 33 103 116:
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 : 34.6 19.3 49.3 31.7 28.9 19.1 42.8 29.3
Old : 34.6 19.3 49.3 31.7 28.9 19.1 42.8 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2020