VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 23, 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 : 248,684: 45,918 109,044 56,823 127,663 59,374 230,404 225,241: 18,280 23,443
Old : 248,684: 45,918 109,044 56,823 127,663 59,374 230,404 225,241: 18,280 23,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -17,262: -3,114 8,199 -5,431 -1,224 -12,914 -9,769 -10,146: -7,493 -7,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 43.8 22.8 51.3 23.9 92.6 90.6: 7.4 9.4
Old : 100.0: 18.5 43.8 22.8 51.3 23.9 92.6 90.6: 7.4 9.4
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 : 144: 32 68 60 29 30 102 122:
Old : 144: 32 68 60 29 30 102 122:
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 : 39.0 19.6 53.2 32.0 34.3 18.0 46.4 27.5
Old : 39.0 19.6 53.2 32.0 34.3 18.0 46.4 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2020