VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 29, 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 : 453,332: 80,843 268,791 68,366 282,230 82,487 431,439 419,644: 21,893 33,688 Old : 453,332: 80,843 268,791 68,366 282,230 82,487 431,439 419,644: 21,893 33,688 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 16,016: -4,495 12,217 -170 19,697 1,615 15,032 13,662: 984 2,354 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 59.3 15.1 62.3 18.2 95.2 92.6: 4.8 7.4 Old : 100.0: 17.8 59.3 15.1 62.3 18.2 95.2 92.6: 4.8 7.4 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 : 199: 51 94 70 41 32 132 161: Old : 199: 51 94 70 41 32 132 161: 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 : 36.0 25.9 54.3 38.3 33.9 21.0 48.7 31.9 Old : 36.0 25.9 54.3 38.3 33.9 21.0 48.7 31.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 01, 2019