VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 277,065: 57,198 144,680 53,836 144,139 52,499 255,173 251,015: 21,892 26,050
Old : 277,065: 57,198 144,680 53,836 144,139 52,499 255,173 251,015: 21,892 26,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 8,491: 3,372 1,943 3,726 -1,550 3,660 5,548 9,329: 2,943 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 52.2 19.4 52.0 18.9 92.1 90.6: 7.9 9.4
Old : 100.0: 20.6 52.2 19.4 52.0 18.9 92.1 90.6: 7.9 9.4
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 : 151: 32 78 61 28 28 105 125:
Old : 151: 32 78 61 28 28 105 125:
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 : 47.6 17.0 58.8 29.6 43.2 15.5 54.1 27.7
Old : 47.6 17.0 58.8 29.6 43.2 15.5 54.1 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 07, 2020