VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 366,195: 80,301 186,128 75,149 188,304 77,696 343,754 338,973: 22,441 27,222
Old : 366,195: 80,301 186,128 75,149 188,304 77,696 343,754 338,973: 22,441 27,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -3,788: -889 -382 -5,754 2,817 3,588 -3,826 -2,548: 38 -1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 50.8 20.5 51.4 21.2 93.9 92.6: 6.1 7.4
Old : 100.0: 21.9 50.8 20.5 51.4 21.2 93.9 92.6: 6.1 7.4
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 : 193: 61 73 74 37 34 142 149:
Old : 193: 61 73 74 37 34 142 149:
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 : 35.6 28.9 48.7 38.9 33.1 26.4 43.8 32.8
Old : 35.6 28.9 48.7 38.9 33.1 26.4 43.8 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2019