VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 18, 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 : 407,218: 80,566 189,210 93,213 213,015 96,246 386,794 378,669: 20,424 28,549
Old : 407,218: 80,566 189,210 93,213 213,015 96,246 386,794 378,669: 20,424 28,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 26,898: -3,825 13,637 13,898 21,383 1,534 31,456 29,069: -4,558 -2,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 46.5 22.9 52.3 23.6 95.0 93.0: 5.0 7.0
Old : 100.0: 19.8 46.5 22.9 52.3 23.6 95.0 93.0: 5.0 7.0
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 : 199: 54 86 86 40 36 146 165:
Old : 199: 54 86 86 40 36 146 165:
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 : 34.3 26.4 48.0 37.9 29.8 22.3 40.2 29.9
Old : 34.3 26.4 48.0 37.9 29.8 22.3 40.2 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2019