VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 18, 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 : 424,777: 86,972 217,201 85,660 228,433 89,208 401,065 392,069: 23,712 32,708
Old : 424,777: 86,972 217,201 85,660 228,433 89,208 401,065 392,069: 23,712 32,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 562: 6,540 5,900 1,657 -5,695 -7,078 2,502 479: -1,940 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 51.1 20.2 53.8 21.0 94.4 92.3: 5.6 7.7
Old : 100.0: 20.5 51.1 20.2 53.8 21.0 94.4 92.3: 5.6 7.7
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 : 195: 50 89 81 42 38 148 159:
Old : 195: 50 89 81 42 38 148 159:
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 23.0 44.3 34.6 28.3 22.2 39.6 31.3
Old : 30.7 23.0 44.3 34.6 28.3 22.2 39.6 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2020