VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 04, 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 : 428,263: 92,301 209,489 86,288 224,217 100,709 402,806 396,486: 25,457 31,777 Old : 428,263: 92,301 209,489 86,288 224,217 100,709 402,806 396,486: 25,457 31,777 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : -5,456: 4,231 -17,248 -1,792 -7,751 12,681 -5,312 -6,359: -144 903 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 48.9 20.1 52.4 23.5 94.1 92.6: 5.9 7.4 Old : 100.0: 21.6 48.9 20.1 52.4 23.5 94.1 92.6: 5.9 7.4 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 : 203: 55 90 97 38 35 153 173: Old : 203: 55 90 97 38 35 153 173: 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 : 30.7 22.9 46.4 35.0 28.0 20.7 38.8 29.2 Old : 30.7 22.9 46.4 35.0 28.0 20.7 38.8 29.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 07, 2020