VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 265,946: 49,032 100,845 62,254 128,887 72,288 240,173 235,387: 25,773 30,559
Old : 265,946: 49,032 100,845 62,254 128,887 72,288 240,173 235,387: 25,773 30,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 7,999: -1,537 -17,177 10,310 -4,969 9,771 3,804 2,904: 4,195 5,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 37.9 23.4 48.5 27.2 90.3 88.5: 9.7 11.5
Old : 100.0: 18.4 37.9 23.4 48.5 27.2 90.3 88.5: 9.7 11.5
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 : 154: 37 69 61 33 35 111 128:
Old : 154: 37 69 61 33 35 111 128:
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 : 35.8 17.4 47.7 29.0 31.2 15.5 41.3 24.9
Old : 35.8 17.4 47.7 29.0 31.2 15.5 41.3 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2020