VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 261,734: 38,671 128,428 49,078 153,447 63,147 241,196 240,653: 20,538 21,081 Old : 261,734: 38,671 128,428 49,078 153,447 63,147 241,196 240,653: 20,538 21,081 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 6,244: 667 -439 4,115 -494 1,593 4,288 5,269: 1,956 975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 49.1 18.8 58.6 24.1 92.2 91.9: 7.8 8.1 Old : 100.0: 14.8 49.1 18.8 58.6 24.1 92.2 91.9: 7.8 8.1 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 : 153: 36 68 60 34 35 109 130: Old : 153: 36 68 60 34 35 109 130: 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 : 43.1 22.4 54.5 36.2 40.8 20.6 49.0 32.6 Old : 43.1 22.4 54.5 36.2 40.8 20.6 49.0 32.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 02, 2020