VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 04, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 277,065: 57,198 144,680 53,836 144,139 52,499 255,173 251,015: 21,892 26,050 Old : 277,065: 57,198 144,680 53,836 144,139 52,499 255,173 251,015: 21,892 26,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2020 : : 8,491: 3,372 1,943 3,726 -1,550 3,660 5,548 9,329: 2,943 -838 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 52.2 19.4 52.0 18.9 92.1 90.6: 7.9 9.4 Old : 100.0: 20.6 52.2 19.4 52.0 18.9 92.1 90.6: 7.9 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 : 151: 32 78 61 28 28 105 125: Old : 151: 32 78 61 28 28 105 125: 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 : 47.6 17.0 58.8 29.6 43.2 15.5 54.1 27.7 Old : 47.6 17.0 58.8 29.6 43.2 15.5 54.1 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 07, 2020