VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 267,609: 36,597 128,220 44,603 165,120 71,150 246,320 243,973: 21,289 23,636 Old : 267,609: 36,597 128,220 44,603 165,120 71,150 246,320 243,973: 21,289 23,636 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 1, 2020 : : -33,169: -9,632 -13,778 -19,924 -3,502 1,049 -33,058 -32,653: -111 -516 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 47.9 16.7 61.7 26.6 92.0 91.2: 8.0 8.8 Old : 100.0: 13.7 47.9 16.7 61.7 26.6 92.0 91.2: 8.0 8.8 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 : 159: 39 68 61 34 36 109 135: Old : 159: 39 68 61 34 36 109 135: 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 : 43.5 19.7 55.8 31.7 40.7 18.6 50.9 30.0 Old : 43.5 19.7 55.8 31.7 40.7 18.6 50.9 30.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2020