VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 09, 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 : 257,947: 50,569 118,022 51,944 133,856 62,517 236,369 232,483: 21,578 25,464
Old : 257,947: 50,569 118,022 51,944 133,856 62,517 236,369 232,483: 21,578 25,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 20,468: -4,956 9,846 5,786 17,247 5,392 18,077 21,024: 2,391 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 45.8 20.1 51.9 24.2 91.6 90.1: 8.4 9.9
Old : 100.0: 19.6 45.8 20.1 51.9 24.2 91.6 90.1: 8.4 9.9
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 : 158: 33 75 65 36 36 116 134:
Old : 158: 33 75 65 36 36 116 134:
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 : 38.4 16.5 52.6 27.4 32.7 15.3 45.0 23.8
Old : 38.4 16.5 52.6 27.4 32.7 15.3 45.0 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2020