VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 26, 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 : 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