VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 03, 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 : 355,249: 113,045 179,687 57,408 161,757 89,883 332,210 326,978: 23,039 28,271 Old : 355,249: 113,045 179,687 57,408 161,757 89,883 332,210 326,978: 23,039 28,271 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 27, 2019 : : -16,249: -3,286 6,203 -5,598 -8,608 -14,634 -17,492 -14,029: 1,243 -2,220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 50.6 16.2 45.5 25.3 93.5 92.0: 6.5 8.0 Old : 100.0: 31.8 50.6 16.2 45.5 25.3 93.5 92.0: 6.5 8.0 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 : 192: 53 79 71 39 38 136 153: Old : 192: 53 79 71 39 38 136 153: 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 : 36.7 26.2 48.8 37.7 33.9 22.3 45.3 32.9 Old : 36.7 26.2 48.8 37.7 33.9 22.3 45.3 32.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 06, 2019