VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 280,441: 45,300 136,254 41,110 172,978 77,371 259,388 254,735: 21,053 25,706
Old : 280,441: 45,300 136,254 41,110 172,978 77,371 259,388 254,735: 21,053 25,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 15,092: 1,148 5,479 2,220 8,693 6,364 12,061 14,063: 3,031 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 48.6 14.7 61.7 27.6 92.5 90.8: 7.5 9.2
Old : 100.0: 16.2 48.6 14.7 61.7 27.6 92.5 90.8: 7.5 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 : 148: 35 66 58 29 31 102 124:
Old : 148: 35 66 58 29 31 102 124:
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 : 53.7 20.9 66.1 34.3 49.2 19.9 59.6 33.0
Old : 53.7 20.9 66.1 34.3 49.2 19.9 59.6 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 04, 2020