VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 24, 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 : 265,349: 44,152 130,775 38,890 164,285 71,007 247,327 240,672: 18,022 24,677
Old : 265,349: 44,152 130,775 38,890 164,285 71,007 247,327 240,672: 18,022 24,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -17,462: 2,506 1,957 -9,034 -11,693 -14,199 -18,221 -21,276: 759 3,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 49.3 14.7 61.9 26.8 93.2 90.7: 6.8 9.3
Old : 100.0: 16.6 49.3 14.7 61.9 26.8 93.2 90.7: 6.8 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 : 150: 31 73 56 29 32 103 124:
Old : 150: 31 73 56 29 32 103 124:
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 : 54.7 20.6 66.2 34.4 50.5 19.3 60.0 32.5
Old : 54.7 20.6 66.2 34.4 50.5 19.3 60.0 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2020