VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 360,284: 96,684 190,113 63,756 179,959 77,918 340,399 331,787: 19,885 28,497
Old : 360,284: 96,684 190,113 63,756 179,959 77,918 340,399 331,787: 19,885 28,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 5,035: -16,361 10,426 6,348 18,202 -11,965 8,189 4,809: -3,154 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 52.8 17.7 49.9 21.6 94.5 92.1: 5.5 7.9
Old : 100.0: 26.8 52.8 17.7 49.9 21.6 94.5 92.1: 5.5 7.9
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 : 188: 46 86 70 39 38 132 154:
Old : 188: 46 86 70 39 38 132 154:
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 : 35.8 27.2 49.5 39.1 32.8 22.1 45.1 33.7
Old : 35.8 27.2 49.5 39.1 32.8 22.1 45.1 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2019