VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 01, 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 : 280,441: 45,300 136,254 41,110 172,978 77,371 259,388 254,735: 21,053 25,706 Old : 280,441: 45,300 136,254 41,110 172,978 77,371 259,388 254,735: 21,053 25,706 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2020 : : 15,092: 1,148 5,479 2,220 8,693 6,364 12,061 14,063: 3,031 1,029 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 48.6 14.7 61.7 27.6 92.5 90.8: 7.5 9.2 Old : 100.0: 16.2 48.6 14.7 61.7 27.6 92.5 90.8: 7.5 9.2 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 : 148: 35 66 58 29 31 102 124: Old : 148: 35 66 58 29 31 102 124: 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 : 53.7 20.9 66.1 34.3 49.2 19.9 59.6 33.0 Old : 53.7 20.9 66.1 34.3 49.2 19.9 59.6 33.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 04, 2020