VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 17, 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 : 460,843: 65,536 238,887 114,116 259,661 76,966 439,313 429,969: 21,530 30,874
Old : 460,843: 65,536 238,887 114,116 259,661 76,966 439,313 429,969: 21,530 30,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -4,532: -249 -9,926 7,833 -13,069 -688 -5,485 -2,781: 953 -1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 51.8 24.8 56.3 16.7 95.3 93.3: 4.7 6.7
Old : 100.0: 14.2 51.8 24.8 56.3 16.7 95.3 93.3: 4.7 6.7
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 : 213: 46 106 89 36 36 145 181:
Old : 213: 46 106 89 36 36 145 181:
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 : 31.8 16.0 46.5 28.1 29.8 15.7 41.9 24.4
Old : 31.8 16.0 46.5 28.1 29.8 15.7 41.9 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2019