VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 382,565: 96,950 186,646 67,396 193,395 100,420 357,741 354,462: 24,824 28,103
Old : 382,565: 96,950 186,646 67,396 193,395 100,420 357,741 354,462: 24,824 28,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: -42,532: 4,677 -55,934 -4,793 -36,172 24,610 -36,288 -36,117: -6,244 -6,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 48.8 17.6 50.6 26.2 93.5 92.7: 6.5 7.3
Old : 100.0: 25.3 48.8 17.6 50.6 26.2 93.5 92.7: 6.5 7.3
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 : 195: 55 84 70 38 36 142 150:
Old : 195: 55 84 70 38 36 142 150:
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 : 33.2 27.9 45.8 38.1 29.3 23.9 40.7 31.8
Old : 33.2 27.9 45.8 38.1 29.3 23.9 40.7 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 17, 2019