VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 263,583: 43,432 148,767 32,520 167,283 62,779 243,235 244,066: 20,348 19,517
Old : 263,583: 43,432 148,767 32,520 167,283 62,779 243,235 244,066: 20,348 19,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -16,172: 2,890 933 -8,109 -11,839 -8,765 -17,058 -15,941: 886 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 56.4 12.3 63.5 23.8 92.3 92.6: 7.7 7.4
Old : 100.0: 16.5 56.4 12.3 63.5 23.8 92.3 92.6: 7.7 7.4
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 : 155: 39 69 59 33 29 114 121:
Old : 155: 39 69 59 33 29 114 121:
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 : 52.9 21.8 63.6 36.2 50.2 21.7 58.5 35.6
Old : 52.9 21.8 63.6 36.2 50.2 21.7 58.5 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2020