VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 11, 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 : 291,763: 56,753 150,606 63,661 151,127 52,099 271,541 266,366: 20,222 25,397
Old : 291,763: 56,753 150,606 63,661 151,127 52,099 271,541 266,366: 20,222 25,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 14,698: -445 5,926 9,825 6,988 -400 16,368 15,351: -1,670 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 51.6 21.8 51.8 17.9 93.1 91.3: 6.9 8.7
Old : 100.0: 19.5 51.6 21.8 51.8 17.9 93.1 91.3: 6.9 8.7
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 : 162: 34 85 73 31 30 117 139:
Old : 162: 34 85 73 31 30 117 139:
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 : 44.9 16.7 56.9 29.8 41.3 15.2 51.9 27.7
Old : 44.9 16.7 56.9 29.8 41.3 15.2 51.9 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2020