VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 17, 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 : 402,718: 86,088 211,739 74,914 218,938 87,002 379,940 373,655: 22,778 29,063 Old : 402,718: 86,088 211,739 74,914 218,938 87,002 379,940 373,655: 22,778 29,063 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2019 : : 42,434: -10,596 21,626 11,158 38,979 9,084 39,541 41,868: 2,893 566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 52.6 18.6 54.4 21.6 94.3 92.8: 5.7 7.2 Old : 100.0: 21.4 52.6 18.6 54.4 21.6 94.3 92.8: 5.7 7.2 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 : 200: 45 96 73 41 41 134 169: Old : 200: 45 96 73 41 41 134 169: 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 : 34.1 26.9 47.6 38.8 31.5 20.9 41.4 30.8 Old : 34.1 26.9 47.6 38.8 31.5 20.9 41.4 30.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2019