VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 283,355: 53,219 138,630 49,327 159,951 74,512 262,497 262,469: 20,858 20,886
Old : 283,355: 53,219 138,630 49,327 159,951 74,512 262,497 262,469: 20,858 20,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 19,772: 9,787 -10,137 16,807 -7,332 11,733 19,262 18,403: 510 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 48.9 17.4 56.4 26.3 92.6 92.6: 7.4 7.4
Old : 100.0: 18.8 48.9 17.4 56.4 26.3 92.6 92.6: 7.4 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 : 157: 39 73 65 33 29 115 128:
Old : 157: 39 73 65 33 29 115 128:
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 : 46.3 24.0 56.7 37.4 44.1 23.0 53.1 35.3
Old : 46.3 24.0 56.7 37.4 44.1 23.0 53.1 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 06, 2020