VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 211,930: 50,460 82,687 35,782 106,162 75,756 192,404 194,225: 19,526 17,705
Old : 211,930: 50,460 82,687 35,782 106,162 75,756 192,404 194,225: 19,526 17,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -41,290: -4,543 -5,815 -7,749 -28,883 -24,634 -41,175 -38,198: -115 -3,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 39.0 16.9 50.1 35.7 90.8 91.6: 9.2 8.4
Old : 100.0: 23.8 39.0 16.9 50.1 35.7 90.8 91.6: 9.2 8.4
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 : 138: 33 59 60 36 33 107 119:
Old : 138: 33 59 60 36 33 107 119:
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 : 36.6 26.6 48.3 38.6 30.5 26.4 41.6 34.9
Old : 36.6 26.6 48.3 38.6 30.5 26.4 41.6 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2020