VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 29, 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 : 283,879: 48,752 147,302 43,611 174,804 68,420 267,167 259,333: 16,712 24,546
Old : 283,879: 48,752 147,302 43,611 174,804 68,420 267,167 259,333: 16,712 24,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -5,354: 2,567 -338 -7,687 177 4,611 -4,943 -3,414: -411 -1,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 51.9 15.4 61.6 24.1 94.1 91.4: 5.9 8.6
Old : 100.0: 17.2 51.9 15.4 61.6 24.1 94.1 91.4: 5.9 8.6
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 : 155: 39 70 57 31 30 107 127:
Old : 155: 39 70 57 31 30 107 127:
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 : 52.6 22.6 65.4 38.0 49.1 20.9 61.0 34.3
Old : 52.6 22.6 65.4 38.0 49.1 20.9 61.0 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 04, 2021