VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 10, 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 : 360,284: 96,684 190,113 63,756 179,959 77,918 340,399 331,787: 19,885 28,497 Old : 360,284: 96,684 190,113 63,756 179,959 77,918 340,399 331,787: 19,885 28,497 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : 5,035: -16,361 10,426 6,348 18,202 -11,965 8,189 4,809: -3,154 226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 52.8 17.7 49.9 21.6 94.5 92.1: 5.5 7.9 Old : 100.0: 26.8 52.8 17.7 49.9 21.6 94.5 92.1: 5.5 7.9 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 : 188: 46 86 70 39 38 132 154: Old : 188: 46 86 70 39 38 132 154: 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 : 35.8 27.2 49.5 39.1 32.8 22.1 45.1 33.7 Old : 35.8 27.2 49.5 39.1 32.8 22.1 45.1 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2019