VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 28, 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 : 268,574: 53,826 142,737 50,110 145,689 48,839 249,625 241,686: 18,949 26,888
Old : 268,574: 53,826 142,737 50,110 145,689 48,839 249,625 241,686: 18,949 26,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -27,439: 1,228 -5,079 -7,335 -20,721 -14,408 -26,828 -26,822: -611 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 53.1 18.7 54.2 18.2 92.9 90.0: 7.1 10.0
Old : 100.0: 20.0 53.1 18.7 54.2 18.2 92.9 90.0: 7.1 10.0
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 : 157: 34 80 57 32 30 107 127:
Old : 157: 34 80 57 32 30 107 127:
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 : 48.4 17.3 60.0 29.9 44.0 15.6 55.0 27.2
Old : 48.4 17.3 60.0 29.9 44.0 15.6 55.0 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2020