VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 12, 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 : 518,975: 91,833 297,990 84,787 314,673 99,786 491,293 482,563: 27,682 36,412
Old : 518,975: 91,833 297,990 84,787 314,673 99,786 491,293 482,563: 27,682 36,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 27,924: 7,058 9,617 9,927 8,487 7,139 25,472 26,683: 2,452 1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 57.4 16.3 60.6 19.2 94.7 93.0: 5.3 7.0
Old : 100.0: 17.7 57.4 16.3 60.6 19.2 94.7 93.0: 5.3 7.0
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 : 216: 50 102 72 44 37 140 176:
Old : 216: 50 102 72 44 37 140 176:
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 : 34.9 24.0 52.3 35.4 33.3 19.4 48.0 28.2
Old : 34.9 24.0 52.3 35.4 33.3 19.4 48.0 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2019