VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 416,468: 97,928 222,152 77,670 217,412 82,318 393,010 382,140: 23,458 34,328
Old : 416,468: 97,928 222,152 77,670 217,412 82,318 393,010 382,140: 23,458 34,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 36,550: 15,977 23,507 472 16,502 7,917 32,951 31,896: 3,599 4,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 53.3 18.6 52.2 19.8 94.4 91.8: 5.6 8.2
Old : 100.0: 23.5 53.3 18.6 52.2 19.8 94.4 91.8: 5.6 8.2
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: 53 95 76 40 30 141 162:
Old : 203: 53 95 76 40 30 141 162:
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 : 38.7 25.5 52.7 37.4 36.1 23.3 47.1 30.8
Old : 38.7 25.5 52.7 37.4 36.1 23.3 47.1 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2019