VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 15, 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 : 303,478: 45,477 158,659 53,533 185,467 64,952 284,477 277,144: 19,001 26,334
Old : 303,478: 45,477 158,659 53,533 185,467 64,952 284,477 277,144: 19,001 26,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 5,689: -5,179 8,185 6,703 4,976 -8,275 6,500 6,613: -811 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 52.3 17.6 61.1 21.4 93.7 91.3: 6.3 8.7
Old : 100.0: 15.0 52.3 17.6 61.1 21.4 93.7 91.3: 6.3 8.7
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 73 55 29 27 102 123:
Old : 148: 35 73 55 29 27 102 123:
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 : 50.7 20.5 62.4 33.1 47.8 18.3 57.2 30.6
Old : 50.7 20.5 62.4 33.1 47.8 18.3 57.2 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2020