VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 425,097: 92,273 242,580 72,189 229,567 75,810 394,029 390,579: 31,068 34,518 Old : 425,097: 92,273 242,580 72,189 229,567 75,810 394,029 390,579: 31,068 34,518 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -23,741: 2,496 -27,556 -14,481 -16,715 13,252 -28,700 -28,785: 4,959 5,044 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 57.1 17.0 54.0 17.8 92.7 91.9: 7.3 8.1 Old : 100.0: 21.7 57.1 17.0 54.0 17.8 92.7 91.9: 7.3 8.1 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 : 198: 59 89 80 38 29 148 155: Old : 198: 59 89 80 38 29 148 155: 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 : 35.3 25.9 47.3 37.2 32.8 24.0 41.9 33.3 Old : 35.3 25.9 47.3 37.2 32.8 24.0 41.9 33.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 10, 2019