VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 18, 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 : 308,695: 48,688 145,672 76,040 162,774 61,717 287,502 283,429: 21,193 25,266
Old : 308,695: 48,688 145,672 76,040 162,774 61,717 287,502 283,429: 21,193 25,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 16,932: -8,065 -4,934 12,379 11,647 9,618 15,961 17,063: 971 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 47.2 24.6 52.7 20.0 93.1 91.8: 6.9 8.2
Old : 100.0: 15.8 47.2 24.6 52.7 20.0 93.1 91.8: 6.9 8.2
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 : 167: 36 83 75 36 33 122 144:
Old : 167: 36 83 75 36 33 122 144:
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 : 42.9 17.2 55.2 31.2 39.1 15.1 48.1 27.0
Old : 42.9 17.2 55.2 31.2 39.1 15.1 48.1 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2020