VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 30, 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 : 256,691: 43,454 114,865 55,655 137,995 62,085 237,104 232,605: 19,587 24,086
Old : 256,691: 43,454 114,865 55,655 137,995 62,085 237,104 232,605: 19,587 24,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 8,007: -2,464 5,821 -1,168 10,332 2,711 6,700 7,364: 1,307 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 44.7 21.7 53.8 24.2 92.4 90.6: 7.6 9.4
Old : 100.0: 16.9 44.7 21.7 53.8 24.2 92.4 90.6: 7.6 9.4
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 : 136: 27 67 60 30 28 103 114:
Old : 136: 27 67 60 30 28 103 114:
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 : 41.3 18.9 55.7 32.1 36.7 17.9 48.6 28.9
Old : 41.3 18.9 55.7 32.1 36.7 17.9 48.6 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 06, 2020