VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 28, 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 : 433,719: 88,070 226,737 88,080 231,968 88,028 408,118 402,845: 25,601 30,874
Old : 433,719: 88,070 226,737 88,080 231,968 88,028 408,118 402,845: 25,601 30,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -45,149: 6,038 -25,472 -20,724 -29,312 -149 -43,998 -46,345: -1,151 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 52.3 20.3 53.5 20.3 94.1 92.9: 5.9 7.1
Old : 100.0: 20.3 52.3 20.3 53.5 20.3 94.1 92.9: 5.9 7.1
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 : 210: 56 96 98 39 36 154 181:
Old : 210: 56 96 98 39 36 154 181:
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 : 32.0 22.6 47.0 33.7 29.4 20.4 40.5 29.0
Old : 32.0 22.6 47.0 33.7 29.4 20.4 40.5 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2020