VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 06, 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 : 267,685: 38,870 132,421 48,820 159,137 64,105 246,827 245,346: 20,858 22,339
Old : 267,685: 38,870 132,421 48,820 159,137 64,105 246,827 245,346: 20,858 22,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 5,951: 199 3,993 -258 5,690 958 5,631 4,693: 320 1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 49.5 18.2 59.4 23.9 92.2 91.7: 7.8 8.3
Old : 100.0: 14.5 49.5 18.2 59.4 23.9 92.2 91.7: 7.8 8.3
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: 37 66 62 32 32 110 125:
Old : 151: 37 66 62 32 32 110 125:
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 : 44.3 20.5 56.0 33.9 42.3 19.1 50.7 30.6
Old : 44.3 20.5 56.0 33.9 42.3 19.1 50.7 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 09, 2020