VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 21, 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 : 296,013: 52,598 147,816 57,445 166,410 63,247 276,453 268,508: 19,560 27,505
Old : 296,013: 52,598 147,816 57,445 166,410 63,247 276,453 268,508: 19,560 27,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 17,606: 3,238 10,088 954 12,862 5,750 17,054 16,792: 552 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 49.9 19.4 56.2 21.4 93.4 90.7: 6.6 9.3
Old : 100.0: 17.8 49.9 19.4 56.2 21.4 93.4 90.7: 6.6 9.3
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 : 167: 33 83 68 36 35 118 142:
Old : 167: 33 83 68 36 35 118 142:
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 : 44.4 16.9 58.0 28.8 39.4 15.0 52.2 26.1
Old : 44.4 16.9 58.0 28.8 39.4 15.0 52.2 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2020