VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 355,249: 113,045 179,687 57,408 161,757 89,883 332,210 326,978: 23,039 28,271
Old : 355,249: 113,045 179,687 57,408 161,757 89,883 332,210 326,978: 23,039 28,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -16,249: -3,286 6,203 -5,598 -8,608 -14,634 -17,492 -14,029: 1,243 -2,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 50.6 16.2 45.5 25.3 93.5 92.0: 6.5 8.0
Old : 100.0: 31.8 50.6 16.2 45.5 25.3 93.5 92.0: 6.5 8.0
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 : 192: 53 79 71 39 38 136 153:
Old : 192: 53 79 71 39 38 136 153:
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 : 36.7 26.2 48.8 37.7 33.9 22.3 45.3 32.9
Old : 36.7 26.2 48.8 37.7 33.9 22.3 45.3 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 06, 2019