VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 15, 2019
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 445,199: 80,525 236,505 84,979 257,352 92,862 422,856 414,346: 22,343 30,853
Old : 445,199: 80,525 236,505 84,979 257,352 92,862 422,856 414,346: 22,343 30,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 44,122: 4,316 21,616 18,347 20,427 1,176 43,090 41,139: 1,032 2,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 53.1 19.1 57.8 20.9 95.0 93.1: 5.0 6.9
Old : 100.0: 18.1 53.1 19.1 57.8 20.9 95.0 93.1: 5.0 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 : 206: 53 95 82 41 39 146 171:
Old : 206: 53 95 82 41 39 146 171:
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 : 31.9 23.8 46.9 34.5 28.2 19.1 40.7 27.7
Old : 31.9 23.8 46.9 34.5 28.2 19.1 40.7 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2019