VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 22, 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 : 255,490: 38,004 128,867 44,963 153,941 61,554 236,908 235,384: 18,582 20,106
Old : 255,490: 38,004 128,867 44,963 153,941 61,554 236,908 235,384: 18,582 20,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -8,152: -459 -1,799 -4,087 -1,521 852 -6,067 -5,034: -2,085 -3,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 50.4 17.6 60.3 24.1 92.7 92.1: 7.3 7.9
Old : 100.0: 14.9 50.4 17.6 60.3 24.1 92.7 92.1: 7.3 7.9
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 : 153: 36 70 60 32 33 109 127:
Old : 153: 36 70 60 32 33 109 127:
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 : 44.4 23.7 55.9 37.9 42.1 21.5 50.8 34.7
Old : 44.4 23.7 55.9 37.9 42.1 21.5 50.8 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2020