VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 303,485: 48,840 147,045 67,894 167,092 63,506 283,826 278,445: 19,659 25,040
Old : 303,485: 48,840 147,045 67,894 167,092 63,506 283,826 278,445: 19,659 25,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -5,210: 152 1,373 -8,146 4,318 1,789 -3,676 -4,984: -1,534 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 48.5 22.4 55.1 20.9 93.5 91.7: 6.5 8.3
Old : 100.0: 16.1 48.5 22.4 55.1 20.9 93.5 91.7: 6.5 8.3
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 : 165: 33 82 71 36 32 120 139:
Old : 165: 33 82 71 36 32 120 139:
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 : 45.1 17.6 56.1 31.5 41.4 15.8 50.7 28.4
Old : 45.1 17.6 56.1 31.5 41.4 15.8 50.7 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2020