VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 24, 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 : 411,894: 65,257 221,813 97,066 229,424 61,679 391,747 380,558: 20,147 31,336
Old : 411,894: 65,257 221,813 97,066 229,424 61,679 391,747 380,558: 20,147 31,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -48,949: -279 -17,074 -17,050 -30,237 -15,287 -47,566 -49,411: -1,383 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 53.9 23.6 55.7 15.0 95.1 92.4: 4.9 7.6
Old : 100.0: 15.8 53.9 23.6 55.7 15.0 95.1 92.4: 4.9 7.6
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 : 194: 44 99 75 34 30 132 159:
Old : 194: 44 99 75 34 30 132 159:
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 : 33.7 16.8 48.2 30.3 31.4 16.2 43.3 27.6
Old : 33.7 16.8 48.2 30.3 31.4 16.2 43.3 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2019