VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 399,983: 125,463 184,961 67,797 184,912 120,618 378,172 373,376: 21,811 26,607
Old : 399,983: 125,463 184,961 67,797 184,912 120,618 378,172 373,376: 21,811 26,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -4,207: -12,129 -24,002 345 8,295 20,461 -3,489 -3,196: -718 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 46.2 16.9 46.2 30.2 94.5 93.3: 5.5 6.7
Old : 100.0: 31.4 46.2 16.9 46.2 30.2 94.5 93.3: 5.5 6.7
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 : 202: 55 83 82 41 41 150 162:
Old : 202: 55 83 82 41 41 150 162:
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 : 32.7 27.3 44.4 38.5 29.0 21.0 38.1 31.0
Old : 32.7 27.3 44.4 38.5 29.0 21.0 38.1 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2019