VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 20, 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 : 279,755: 40,542 147,834 40,629 179,122 71,544 260,293 260,007: 19,462 19,748
Old : 279,755: 40,542 147,834 40,629 179,122 71,544 260,293 260,007: 19,462 19,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -628: 3,579 8,932 -6,669 3,434 564 344 2,827: -972 -3,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 52.8 14.5 64.0 25.6 93.0 92.9: 7.0 7.1
Old : 100.0: 14.5 52.8 14.5 64.0 25.6 93.0 92.9: 7.0 7.1
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 67 64 34 32 114 126:
Old : 153: 36 67 64 34 32 114 126:
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 : 49.7 20.6 61.4 34.6 46.8 19.7 56.6 32.8
Old : 49.7 20.6 61.4 34.6 46.8 19.7 56.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2020