VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 07, 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 : 271,999: 50,528 128,984 56,990 145,988 58,982 253,506 244,956: 18,493 27,043
Old : 271,999: 50,528 128,984 56,990 145,988 58,982 253,506 244,956: 18,493 27,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 15,308: 7,074 14,119 1,335 7,993 -3,103 16,402 12,351: -1,094 2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 47.4 21.0 53.7 21.7 93.2 90.1: 6.8 9.9
Old : 100.0: 18.6 47.4 21.0 53.7 21.7 93.2 90.1: 6.8 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 : 143: 28 71 59 29 30 100 123:
Old : 143: 28 71 59 29 30 100 123:
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 : 45.9 18.6 60.0 31.3 41.5 17.2 53.9 28.4
Old : 45.9 18.6 60.0 31.3 41.5 17.2 53.9 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2020