VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 385,854: 92,573 178,083 74,960 189,753 101,465 357,286 354,508: 28,568 31,346
Old : 385,854: 92,573 178,083 74,960 189,753 101,465 357,286 354,508: 28,568 31,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 19,659: 12,272 -8,045 -189 1,449 23,769 13,532 15,535: 6,127 4,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 46.2 19.4 49.2 26.3 92.6 91.9: 7.4 8.1
Old : 100.0: 24.0 46.2 19.4 49.2 26.3 92.6 91.9: 7.4 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 : 203: 64 77 82 39 34 154 156:
Old : 203: 64 77 82 39 34 154 156:
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 : 35.1 28.3 47.3 38.5 31.6 24.4 41.6 32.2
Old : 35.1 28.3 47.3 38.5 31.6 24.4 41.6 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2019