VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 267,609: 36,597 128,220 44,603 165,120 71,150 246,320 243,973: 21,289 23,636
Old : 267,609: 36,597 128,220 44,603 165,120 71,150 246,320 243,973: 21,289 23,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -33,169: -9,632 -13,778 -19,924 -3,502 1,049 -33,058 -32,653: -111 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 47.9 16.7 61.7 26.6 92.0 91.2: 8.0 8.8
Old : 100.0: 13.7 47.9 16.7 61.7 26.6 92.0 91.2: 8.0 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 : 159: 39 68 61 34 36 109 135:
Old : 159: 39 68 61 34 36 109 135:
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 19.7 55.8 31.7 40.7 18.6 50.9 30.0
Old : 43.5 19.7 55.8 31.7 40.7 18.6 50.9 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2020