VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 268,255: 82,266 100,974 37,300 126,475 103,203 246,041 241,477: 22,214 26,778
Old : 268,255: 82,266 100,974 37,300 126,475 103,203 246,041 241,477: 22,214 26,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -166,328: -39,276 -100,055 -42,243 -80,541 -21,769 -162,060 -164,067: -4,268 -2,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 37.6 13.9 47.1 38.5 91.7 90.0: 8.3 10.0
Old : 100.0: 30.7 37.6 13.9 47.1 38.5 91.7 90.0: 8.3 10.0
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 : 133: 31 60 51 34 31 97 113:
Old : 133: 31 60 51 34 31 97 113:
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 : 37.1 25.3 50.2 37.0 31.4 23.8 43.1 33.4
Old : 37.1 25.3 50.2 37.0 31.4 23.8 43.1 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2020