VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 253,220: 55,003 88,502 43,531 135,045 100,390 233,579 232,423: 19,641 20,797
Old : 253,220: 55,003 88,502 43,531 135,045 100,390 233,579 232,423: 19,641 20,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 2,532: -5,649 -2,776 -20 9,403 7,670 3,734 4,874: -1,202 -2,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 35.0 17.2 53.3 39.6 92.2 91.8: 7.8 8.2
Old : 100.0: 21.7 35.0 17.2 53.3 39.6 92.2 91.8: 7.8 8.2
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 : 149: 38 63 63 39 35 120 123:
Old : 149: 38 63 63 39 35 120 123:
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 : 27.7 23.2 41.9 36.4 21.9 18.9 32.3 26.0
Old : 27.7 23.2 41.9 36.4 21.9 18.9 32.3 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2020