VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 404,190: 137,592 208,963 67,452 176,617 100,157 381,661 376,572: 22,529 27,618
Old : 404,190: 137,592 208,963 67,452 176,617 100,157 381,661 376,572: 22,529 27,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -26,110: -9,232 -18,442 -565 -13,831 -4,438 -23,628 -23,445: -2,482 -2,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 51.7 16.7 43.7 24.8 94.4 93.2: 5.6 6.8
Old : 100.0: 34.0 51.7 16.7 43.7 24.8 94.4 93.2: 5.6 6.8
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 : 212: 55 93 82 42 43 155 169:
Old : 212: 55 93 82 42 43 155 169:
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 : 34.0 28.2 46.1 39.6 29.9 22.9 40.6 32.8
Old : 34.0 28.2 46.1 39.6 29.9 22.9 40.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2019