VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 241,702: 54,648 89,680 49,283 118,983 77,438 222,914 216,401: 18,788 25,301 Old : 241,702: 54,648 89,680 49,283 118,983 77,438 222,914 216,401: 18,788 25,301 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 10,958: 7,337 2,643 2,236 890 3,618 10,463 8,497: 495 2,461 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 37.1 20.4 49.2 32.0 92.2 89.5: 7.8 10.5 Old : 100.0: 22.6 37.1 20.4 49.2 32.0 92.2 89.5: 7.8 10.5 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 : 152: 36 64 61 38 35 113 128: Old : 152: 36 64 61 38 35 113 128: 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 : 31.4 21.1 44.3 32.3 25.7 20.5 36.3 30.2 Old : 31.4 21.1 44.3 32.3 25.7 20.5 36.3 30.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2020