VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 14, 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 : 278,407: 49,360 137,728 56,491 153,548 57,497 259,399 251,716: 19,008 26,691
Old : 278,407: 49,360 137,728 56,491 153,548 57,497 259,399 251,716: 19,008 26,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 6,408: -1,168 8,744 -499 7,560 -1,485 5,893 6,760: 515 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 49.5 20.3 55.2 20.7 93.2 90.4: 6.8 9.6
Old : 100.0: 17.7 49.5 20.3 55.2 20.7 93.2 90.4: 6.8 9.6
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 : 147: 27 76 58 31 31 101 125:
Old : 147: 27 76 58 31 31 101 125:
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 : 47.1 17.2 60.3 29.8 42.5 15.8 53.8 26.9
Old : 47.1 17.2 60.3 29.8 42.5 15.8 53.8 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2020