VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 01, 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 : 300,778: 46,229 141,998 64,527 168,622 70,101 279,378 276,626: 21,400 24,152
Old : 300,778: 46,229 141,998 64,527 168,622 70,101 279,378 276,626: 21,400 24,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -2,707: -2,611 -5,047 -3,367 1,530 6,595 -4,448 -1,819: 1,741 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 47.2 21.5 56.1 23.3 92.9 92.0: 7.1 8.0
Old : 100.0: 15.4 47.2 21.5 56.1 23.3 92.9 92.0: 7.1 8.0
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 : 165: 38 75 68 33 35 115 141:
Old : 165: 38 75 68 33 35 115 141:
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 : 44.2 18.7 55.3 31.3 41.4 17.8 50.5 28.9
Old : 44.2 18.7 55.3 31.3 41.4 17.8 50.5 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 04, 2020