VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 25, 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 : 431,241: 115,403 193,014 84,081 207,330 126,682 406,814 403,777: 24,427 27,464
Old : 431,241: 115,403 193,014 84,081 207,330 126,682 406,814 403,777: 24,427 27,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 6,464: 28,431 -24,187 -1,579 -21,103 37,474 5,749 11,708: 715 -5,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 44.8 19.5 48.1 29.4 94.3 93.6: 5.7 6.4
Old : 100.0: 26.8 44.8 19.5 48.1 29.4 94.3 93.6: 5.7 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 : 218: 61 92 95 42 44 161 183:
Old : 218: 61 92 95 42 44 161 183:
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 : 25.9 16.4 39.4 28.6 23.8 15.3 35.2 23.7
Old : 25.9 16.4 39.4 28.6 23.8 15.3 35.2 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2020