VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 23, 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 : 440,189: 120,035 252,302 81,439 223,298 76,164 424,772 409,905: 15,417 30,284 Old : 440,189: 120,035 252,302 81,439 223,298 76,164 424,772 409,905: 15,417 30,284 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 16, 2019 : : -12,012: 6,239 -3,291 -4,118 -7,474 -3,324 -5,353 -10,733: -6,659 -1,279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 57.3 18.5 50.7 17.3 96.5 93.1: 3.5 6.9 Old : 100.0: 27.3 57.3 18.5 50.7 17.3 96.5 93.1: 3.5 6.9 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 : 218: 63 96 81 42 34 152 171: Old : 218: 63 96 81 42 34 152 171: 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 : 40.5 27.1 54.0 38.3 38.0 24.0 48.5 31.6 Old : 40.5 27.1 54.0 38.3 38.0 24.0 48.5 31.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2019