VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 369,983: 81,190 186,510 80,903 185,487 74,108 347,580 341,521: 22,403 28,462
Old : 369,983: 81,190 186,510 80,903 185,487 74,108 347,580 341,521: 22,403 28,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -12,582: -15,760 -136 13,507 -7,908 -26,312 -10,161 -12,941: -2,421 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 50.4 21.9 50.1 20.0 93.9 92.3: 6.1 7.7
Old : 100.0: 21.9 50.4 21.9 50.1 20.0 93.9 92.3: 6.1 7.7
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 : 194: 55 80 82 41 40 149 158:
Old : 194: 55 80 82 41 40 149 158:
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 : 32.3 29.2 44.4 39.7 29.3 26.3 38.7 33.5
Old : 32.3 29.2 44.4 39.7 29.3 26.3 38.7 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 24, 2019