VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 03, 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 : 283,355: 53,219 138,630 49,327 159,951 74,512 262,497 262,469: 20,858 20,886 Old : 283,355: 53,219 138,630 49,327 159,951 74,512 262,497 262,469: 20,858 20,886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2020 : : 19,772: 9,787 -10,137 16,807 -7,332 11,733 19,262 18,403: 510 1,369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 48.9 17.4 56.4 26.3 92.6 92.6: 7.4 7.4 Old : 100.0: 18.8 48.9 17.4 56.4 26.3 92.6 92.6: 7.4 7.4 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 : 157: 39 73 65 33 29 115 128: Old : 157: 39 73 65 33 29 115 128: 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 : 46.3 24.0 56.7 37.4 44.1 23.0 53.1 35.3 Old : 46.3 24.0 56.7 37.4 44.1 23.0 53.1 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 06, 2020