VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 13, 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 : 280,383: 36,963 138,902 47,298 175,688 70,980 259,949 257,180: 20,434 23,203
Old : 280,383: 36,963 138,902 47,298 175,688 70,980 259,949 257,180: 20,434 23,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 12,698: -1,907 6,481 -1,522 16,551 6,875 13,122 11,834: -424 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 49.5 16.9 62.7 25.3 92.7 91.7: 7.3 8.3
Old : 100.0: 13.2 49.5 16.9 62.7 25.3 92.7 91.7: 7.3 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 : 152: 33 69 65 32 33 110 129:
Old : 152: 33 69 65 32 33 110 129:
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 : 48.6 19.3 60.0 32.1 46.4 18.3 54.5 29.9
Old : 48.6 19.3 60.0 32.1 46.4 18.3 54.5 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2020