VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 237,479: 55,525 108,176 46,158 116,609 57,125 218,292 211,459: 19,187 26,020
Old : 237,479: 55,525 108,176 46,158 116,609 57,125 218,292 211,459: 19,187 26,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 28,985: 9,384 19,406 1,230 17,518 6,984 28,132 27,620: 853 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 45.6 19.4 49.1 24.1 91.9 89.0: 8.1 11.0
Old : 100.0: 23.4 45.6 19.4 49.1 24.1 91.9 89.0: 8.1 11.0
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 : 149: 39 62 62 32 32 111 122:
Old : 149: 39 62 62 32 32 111 122:
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 : 36.8 17.7 50.3 29.5 30.7 16.4 42.9 27.2
Old : 36.8 17.7 50.3 29.5 30.7 16.4 42.9 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 05, 2020