VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 429,251: 84,813 239,668 67,198 257,151 91,094 409,162 397,960: 20,089 31,291
Old : 429,251: 84,813 239,668 67,198 257,151 91,094 409,162 397,960: 20,089 31,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 23,923: 112 6,448 4,540 20,091 12,166 24,743 23,154: -820 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 55.8 15.7 59.9 21.2 95.3 92.7: 4.7 7.3
Old : 100.0: 19.8 55.8 15.7 59.9 21.2 95.3 92.7: 4.7 7.3
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 : 198: 43 96 76 41 38 136 166:
Old : 198: 43 96 76 41 38 136 166:
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 : 36.4 26.3 50.9 37.3 33.9 21.3 46.3 31.1
Old : 36.4 26.3 50.9 37.3 33.9 21.3 46.3 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 04, 2019