VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 19, 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 : 549,306: 94,359 312,721 98,994 333,016 105,560 526,369 517,275: 22,937 32,031
Old : 549,306: 94,359 312,721 98,994 333,016 105,560 526,369 517,275: 22,937 32,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 30,331: 2,526 14,731 14,207 18,343 5,774 35,076 34,712: -4,745 -4,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 56.9 18.0 60.6 19.2 95.8 94.2: 4.2 5.8
Old : 100.0: 17.2 56.9 18.0 60.6 19.2 95.8 94.2: 4.2 5.8
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 : 229: 57 110 82 42 37 148 190:
Old : 229: 57 110 82 42 37 148 190:
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 : 35.1 23.9 52.1 34.5 32.5 18.8 46.4 26.4
Old : 35.1 23.9 52.1 34.5 32.5 18.8 46.4 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2019