VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 22, 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 : 437,316: 85,338 256,574 68,536 262,533 80,872 416,407 405,982: 20,909 31,334
Old : 437,316: 85,338 256,574 68,536 262,533 80,872 416,407 405,982: 20,909 31,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -7,883: 4,813 20,069 -16,443 5,181 -11,990 -6,449 -8,364: -1,434 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 58.7 15.7 60.0 18.5 95.2 92.8: 4.8 7.2
Old : 100.0: 19.5 58.7 15.7 60.0 18.5 95.2 92.8: 4.8 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 : 203: 52 93 69 40 33 130 164:
Old : 203: 52 93 69 40 33 130 164:
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 : 34.6 25.4 52.3 37.2 32.3 20.4 47.8 30.7
Old : 34.6 25.4 52.3 37.2 32.3 20.4 47.8 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2019