VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 450,812: 143,471 206,793 82,239 199,499 133,533 425,209 422,565: 25,603 28,247
Old : 450,812: 143,471 206,793 82,239 199,499 133,533 425,209 422,565: 25,603 28,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -499: 4,371 10,207 -12,385 10,178 8,990 2,164 6,812: -2,663 -7,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 45.9 18.2 44.3 29.6 94.3 93.7: 5.7 6.3
Old : 100.0: 31.8 45.9 18.2 44.3 29.6 94.3 93.7: 5.7 6.3
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 : 205: 60 82 88 42 38 155 168:
Old : 205: 60 82 88 42 38 155 168:
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 : 28.6 27.3 42.2 38.9 25.8 25.3 35.5 34.3
Old : 28.6 27.3 42.2 38.9 25.8 25.3 35.5 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2020