VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 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