VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 430,300: 146,824 227,405 68,017 190,448 104,595 405,289 400,017: 25,011 30,283
Old : 430,300: 146,824 227,405 68,017 190,448 104,595 405,289 400,017: 25,011 30,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -26,457: 30,113 -33,620 -13,447 -44,856 20,861 -28,190 -26,206: 1,733 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 52.8 15.8 44.3 24.3 94.2 93.0: 5.8 7.0
Old : 100.0: 34.1 52.8 15.8 44.3 24.3 94.2 93.0: 5.8 7.0
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 : 210: 60 93 89 40 39 158 169:
Old : 210: 60 93 89 40 39 158 169:
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 : 34.6 26.2 46.1 36.9 30.5 20.9 40.3 30.8
Old : 34.6 26.2 46.1 36.9 30.5 20.9 40.3 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 09, 2019