VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 29, 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 : 261,734: 38,671 128,428 49,078 153,447 63,147 241,196 240,653: 20,538 21,081
Old : 261,734: 38,671 128,428 49,078 153,447 63,147 241,196 240,653: 20,538 21,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 6,244: 667 -439 4,115 -494 1,593 4,288 5,269: 1,956 975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 49.1 18.8 58.6 24.1 92.2 91.9: 7.8 8.1
Old : 100.0: 14.8 49.1 18.8 58.6 24.1 92.2 91.9: 7.8 8.1
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 68 60 34 35 109 130:
Old : 153: 36 68 60 34 35 109 130:
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 : 43.1 22.4 54.5 36.2 40.8 20.6 49.0 32.6
Old : 43.1 22.4 54.5 36.2 40.8 20.6 49.0 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 02, 2020