VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 14, 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 : 469,840: 79,372 246,966 103,939 259,158 88,932 442,469 439,837: 27,371 30,003
Old : 469,840: 79,372 246,966 103,939 259,158 88,932 442,469 439,837: 27,371 30,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 40,142: 1,449 24,146 11,424 22,243 6,482 35,116 42,052: 5,026 -1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 52.6 22.1 55.2 18.9 94.2 93.6: 5.8 6.4
Old : 100.0: 16.9 52.6 22.1 55.2 18.9 94.2 93.6: 5.8 6.4
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 : 214: 52 103 90 40 37 150 182:
Old : 214: 52 103 90 40 37 150 182:
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 : 29.5 21.4 44.2 32.4 27.3 19.4 37.7 26.9
Old : 29.5 21.4 44.2 32.4 27.3 19.4 37.7 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2020