VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 17, 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 : 282,811: 41,646 128,818 47,924 175,978 85,206 265,548 261,948: 17,263 20,863
Old : 282,811: 41,646 128,818 47,924 175,978 85,206 265,548 261,948: 17,263 20,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 13,785: 78 -2,224 3,943 12,259 11,021 16,280 12,740: -2,495 1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 45.5 16.9 62.2 30.1 93.9 92.6: 6.1 7.4
Old : 100.0: 14.7 45.5 16.9 62.2 30.1 93.9 92.6: 6.1 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 : 154: 40 69 60 31 36 109 130:
Old : 154: 40 69 60 31 36 109 130:
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 : 51.6 20.4 61.9 32.5 46.3 19.1 54.3 30.1
Old : 51.6 20.4 61.9 32.5 46.3 19.1 54.3 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2020