VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 440,189: 120,035 252,302 81,439 223,298 76,164 424,772 409,905: 15,417 30,284
Old : 440,189: 120,035 252,302 81,439 223,298 76,164 424,772 409,905: 15,417 30,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -12,012: 6,239 -3,291 -4,118 -7,474 -3,324 -5,353 -10,733: -6,659 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 57.3 18.5 50.7 17.3 96.5 93.1: 3.5 6.9
Old : 100.0: 27.3 57.3 18.5 50.7 17.3 96.5 93.1: 3.5 6.9
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 : 218: 63 96 81 42 34 152 171:
Old : 218: 63 96 81 42 34 152 171:
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 : 40.5 27.1 54.0 38.3 38.0 24.0 48.5 31.6
Old : 40.5 27.1 54.0 38.3 38.0 24.0 48.5 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2019