VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 405,328: 84,701 233,220 62,658 237,060 78,928 384,419 374,806: 20,909 30,522
Old : 405,328: 84,701 233,220 62,658 237,060 78,928 384,419 374,806: 20,909 30,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,610: -1,387 21,481 -12,256 18,122 -8,074 4,479 1,151: -1,869 1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 57.5 15.5 58.5 19.5 94.8 92.5: 5.2 7.5
Old : 100.0: 20.9 57.5 15.5 58.5 19.5 94.8 92.5: 5.2 7.5
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 : 191: 46 87 64 40 38 125 157:
Old : 191: 46 87 64 40 38 125 157:
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 : 38.9 26.5 52.6 39.2 35.8 22.4 47.7 33.6
Old : 38.9 26.5 52.6 39.2 35.8 22.4 47.7 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2019