VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 21, 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 : 289,233: 46,185 147,640 51,298 174,627 63,809 272,110 262,747: 17,123 26,486
Old : 289,233: 46,185 147,640 51,298 174,627 63,809 272,110 262,747: 17,123 26,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -14,245: 708 -11,019 -2,235 -10,840 -1,143 -12,367 -14,397: -1,878 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 51.0 17.7 60.4 22.1 94.1 90.8: 5.9 9.2
Old : 100.0: 16.0 51.0 17.7 60.4 22.1 94.1 90.8: 5.9 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 : 158: 37 74 60 28 29 108 130:
Old : 158: 37 74 60 28 29 108 130:
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 : 50.4 22.6 62.7 36.1 47.6 19.8 58.4 33.0
Old : 50.4 22.6 62.7 36.1 47.6 19.8 58.4 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2020