VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 15, 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 : 263,642: 38,463 130,666 49,050 155,462 60,702 242,975 240,418: 20,667 23,224
Old : 263,642: 38,463 130,666 49,050 155,462 60,702 242,975 240,418: 20,667 23,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -3,967: 1,866 2,446 4,447 -9,658 -10,448 -3,345 -3,555: -622 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 49.6 18.6 59.0 23.0 92.2 91.2: 7.8 8.8
Old : 100.0: 14.6 49.6 18.6 59.0 23.0 92.2 91.2: 7.8 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 : 155: 41 67 64 34 34 115 129:
Old : 155: 41 67 64 34 34 115 129:
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 25.9 55.9 38.8 40.9 24.2 49.2 36.3
Old : 43.5 25.9 55.9 38.8 40.9 24.2 49.2 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2020