VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 08, 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 : 297,789: 50,656 150,474 46,830 180,491 73,227 277,977 270,531: 19,812 27,258 Old : 297,789: 50,656 150,474 46,830 180,491 73,227 277,977 270,531: 19,812 27,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : 17,348: 5,356 14,220 5,720 7,513 -4,144 18,589 15,796: -1,241 1,552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 50.5 15.7 60.6 24.6 93.3 90.8: 6.7 9.2 Old : 100.0: 17.0 50.5 15.7 60.6 24.6 93.3 90.8: 6.7 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 : 157: 41 69 59 31 30 111 127: Old : 157: 41 69 59 31 30 111 127: 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 : 51.5 20.7 62.7 33.7 47.7 18.7 57.7 31.3 Old : 51.5 20.7 62.7 33.7 47.7 18.7 57.7 31.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2020