VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 10, 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 : 269,026: 41,568 131,042 43,981 163,719 74,185 249,268 249,208: 19,758 19,818
Old : 269,026: 41,568 131,042 43,981 163,719 74,185 249,268 249,208: 19,758 19,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -14,329: -11,651 -7,588 -5,346 3,768 -327 -13,229 -13,261: -1,100 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 48.7 16.3 60.9 27.6 92.7 92.6: 7.3 7.4
Old : 100.0: 15.5 48.7 16.3 60.9 27.6 92.7 92.6: 7.3 7.4
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 : 155: 34 76 59 31 31 105 131:
Old : 155: 34 76 59 31 31 105 131:
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 : 51.5 22.0 61.6 33.5 48.1 20.6 57.0 30.6
Old : 51.5 22.0 61.6 33.5 48.1 20.6 57.0 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2020