VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 04, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 385,854: 92,573 178,083 74,960 189,753 101,465 357,286 354,508: 28,568 31,346 Old : 385,854: 92,573 178,083 74,960 189,753 101,465 357,286 354,508: 28,568 31,346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 28, 2019 : : 19,659: 12,272 -8,045 -189 1,449 23,769 13,532 15,535: 6,127 4,124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 46.2 19.4 49.2 26.3 92.6 91.9: 7.4 8.1 Old : 100.0: 24.0 46.2 19.4 49.2 26.3 92.6 91.9: 7.4 8.1 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 : 203: 64 77 82 39 34 154 156: Old : 203: 64 77 82 39 34 154 156: 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 : 35.1 28.3 47.3 38.5 31.6 24.4 41.6 32.2 Old : 35.1 28.3 47.3 38.5 31.6 24.4 41.6 32.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2019