VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 297,789: 50,656 150,474 46,830 180,491 73,227 277,977 270,531: 19,812 27,258
Old : 297,789: 50,656 150,474 46,830 180,491 73,227 277,977 270,531: 19,812 27,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 17,348: 5,356 14,220 5,720 7,513 -4,144 18,589 15,796: -1,241 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 50.5 15.7 60.6 24.6 93.3 90.8: 6.7 9.2
Old : 100.0: 17.0 50.5 15.7 60.6 24.6 93.3 90.8: 6.7 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 : 157: 41 69 59 31 30 111 127:
Old : 157: 41 69 59 31 30 111 127:
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 : 51.5 20.7 62.7 33.7 47.7 18.7 57.7 31.3
Old : 51.5 20.7 62.7 33.7 47.7 18.7 57.7 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2020